Yes, but please clear this with your doctor. Just like waxing when you are menstruating, being pregnant will leave you more sensitive during and after your wax.

I personally think it is best to wait until the second trimester to wax.  Unfortunately, we will not be able to perform a Full Monty Wax/Brazilian on you if you are 5 months pregnant or more and have not ever received a Brazilian Wax, or have not been waxed for over a year.  It is much too much for skin that is already sensitive and engorged.