Women who are pregnant or breastfeeding should avoid many conventional anti-dandruff shampoos, especially coal tar and zinc pyrithione. When you're pregnant, it's not uncommon to experience an oily scalp due to hormonal fluctuations. You should only opt for natural pregnancy-safe dandruff shampoos. In an abundance of caution, it's best to avoid medicated shampoos while pregnant and/or breastfeeding.