At this point, no one has conducted any studies that would unequivocally answer the question of whether smudging during pregnancy is safe or not. When in doubt about whether a substance is safe, it’s always better to follow your intuition, or simply refrain from using it.
As a company, we cannot openly recommend the use of our products during pregnancy, as their safety largely depends on how the incense is used. Incense does produce smoke, and inhaling larger amounts of smoke can always be potentially harmful. However, it is a fairly short-lived activity, and the smoke that the herbs produce is a medicinal smoke, so with moderate use and gentle airing of the room after incensing, there should be no adverse effects.