For most women, periods aren't just different when they're pregnant--they're nonexistent. This has to do with the physiology of normal reproductive cycles as compared to the physiology of pregnancy. A pregnant woman's body is no longer preparing for pregnancy each month, which leads to significant physical and hormonal differences from normal reproductive cycles.
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The function of a period when a woman isn't pregnant is to prepare the body for pregnancy and ready an egg for conception each month, explains Dr. Lauralee Sherwood in her book, "Human Physiology." A pregnant woman's body doesn't need to prepare an egg for conception, because her body knows she's already pregnant. As such, her uterus--already in the process of supporting a developing baby--wouldn't be able to accept a newly implanted fertilized egg. As such, a period during pregnancy would serve no useful function.
Women first notice a change in their menstrual cycle pursuant to pregnancy shortly after conception. This is because an egg is ripe and ready to be fertilized about two weeks after the first day of a woman's last menstrual period--a date that falls about two weeks before the start of her next menstrual period for women with 28-day cycles. According to Heidi Murkoff and Sharon Mazel in their book, "What To Expect When You're Expecting," a woman's first missed period should come about 14 days after conception, if she's pregnant.
Menstrual periods are the result of fluctuating hormones, notes Dr. Sherwood. A pregnant woman's hormones don't fluctuate. Instead, they stay fairly steady throughout pregnancy, though levels of some hormones may climb slightly while others fall slightly. It takes falling estrogen and progesterone to stimulate the lining of the uterus to slough, which produces a period. Because estrogen and progesterone levels both stay high through pregnancy, the lining of the uterus remains intact, causing an absence of menstruation.
While many women think pregnancy is a guaranteed nine months of no periods, some women do actually continue to cycle through their pregnancies. Very rarely, notes Dr. Raymond Poliakin in his book, "What You Didn't Think To Ask Your Obstetrician," women can bleed a bit at the normal time each month. This typically doesn't affect the viability of the pregnancy, however, as long as the bleeding is light.
For most women, bleeding during pregnancy isn't due to a period but some other cause. Dr. Poliakin warns that women who experience spotting or bleeding during pregnancy should contact their obstetricians, particularly if the bleeding is associated with pain or abdominal cramping, as this could be the sign of a threatened miscarriage. However, he notes that bleeding after an internal exam or sexual intercourse is normal--and isn't likely a cause for any concern.