As funny and unreal as this might sound, it is not safe to use cocoa butter lotions during pregnancy. A 2006 study found "a lowered risk of fetal heart arrhythmias in certain babies with structural heart issues" when women used cocoa butter lotions during pregnancies. Though it is suspected that caffeine-based lotions have an effect on the babies, it is not fully proven or established yet. However, consult your doctor for professional recommendations. Always better to be safe than sorry.