Found this.
Although some Western physicians do not recommend the use of Dang Gui during pregnancy because of a misunderstanding of its actions, this herb is used by virtually every pregnant woman in China, and has been for many centuries. It has been demonstrated that during pregnancy, Dang Gui exerts an inhibitory action on the uterus, which the Chinese believe helps “stabilize the fetus” and prevents spontaneous miscarriage. In addition, the vitamin E and folic acid in Dang Gui contribute to the stability of the pregnancy. Dang Gui helps prevent inflammation in the pelvic cavity and therefor has protective benefits to the pregnant woman besides stabilizing the fetus and preventing anemia.
and another:
Possible Side Effects and Safety Concerns
Dong quai should not be used by people with bleeding disorders, excessive menstrual bleeding, diarrhea, abdominal bloating, or during infections such as colds and flu. Call your health practitioner if you experience bleeding, unusual bruising, diarrhea, or fever.
Dong quai may contain estrogen-like compounds and should not be taken by pregnant or nursing women, children, or people with breast cancer.
People taking blood thinners (anticoagulants) such as warfarin should not use Dong quai.
Dong quai should not be used during pregnancy, especially during the first trimester. It should also not be used during breast-feeding.
Dong quai can cause photosensitivity, so people should limit sun exposure and wear sunblock.