Once you're pregnant, your periods are supposed to stop. However, this doesn't always happen, and you may still experience some bleeding even while you are pregnant. In many cases, this is harmless, but bleeding can be a sign of serious problems with the pregnancy. It can also indicate that you merely had a late period, and weren't pregnant in the first place. Make sure to promptly see your doctor if you experience any type of unusual bleeding.
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Evaluate the amount and frequency of the bleeding. Some spotting early on is normal and may just indicate that the ovum has implanted in your uterus. The spotting should stop on its own. Heavy bleeding might simply be a late period, or be an indicator of a problem with the pregnancy.
Take a pregnancy test. If you have started bleeding and think you are pregnant, take a pregnancy test to double check. Your period may have just been late, or you may be suffering from a miscarriage.
Take a blood test. Schedule an appointment with your OB/GYN to undergo this test. It will determine the amount of human chorionic gonadotropin, or hCG, in your blood, which indicates whether or not you're pregnant, have an ectopic pregnancy or are having or about to have a miscarriage.
Get an ultrasound. Schedule an appointment with your OB/GYN to undergo this procedure. He will be able to see if there is a medical reason for the bleeding -- like an ectopic pregnancy -- or if it is just normal implantation bleeding.