It was narrated from Anas bin Malik that:
he came to Prophet in Al-Madinah when he was eating breakfast. The Prophet said to him: "Come and eat the breakfast." He said: "I am fasting." The Prophet said to him: "Allah, the mighty and sublime, has waived fasting and half of the prayer for the traveler and for pregnant and breastfeeding women."
[Ref: Sunan an-Nasa'i 2315; Imam an-Nasa'e has put this hadeeth under the chapter titling it as "Chapter: Fasting is waived for pregnant and breastfeeding women" and Imam Abu `Esa Tirmidhi graded this narration as good and Imam ibn Khuzayma has classed this as authentic in his book Saheeh (2044)]
One of the senior companions of Prophet Muhammad , Ibn `Umar (may allah be pleased with him) was asked regarding a pregnant woman who fears for her unborn child (due to her fasting/staying hungry for a long while). Ibn `Umar said