http://www.babyworld.co.uk/information/pregnancy/health/colouring_hair.asp
This site is very helpful
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You can get a dye thats free of the PPD or PDD chemical that is not good in pregnancy. Basically vegetarian hairdye. Because its the chemical in hair dye thats not good. So you can yes, but in your second trimester with a Vegetarian hair dye... Its also healthier for your hair too:)
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I think it's all about what is in the dye's. The salon I got to has both chemical dye and the natural dye. I just chose not to dye my hair. ( I'd been wanting to grow out my natural color for a while and figured my pregnancy was a great excuse. lol)
Talk with your stylist first and find out what's in the hair dye's and what their protocol is for dying pregnant women's hair.
I also think it is a personal choice because some say yes and some say no with no scientific evidence to back up either claim. I would avoid doing it in the first trimester unless it is Natural Instincts (contains no ammonia). Otherwise 2nd or 3rd trimester should be fine.
lots of people even dr's say no. I didnt during the 1st but did in the 2nd and 3rd trimester. I go to an aveda salon so the dye is all natural. My obgyn said there has never been any proof it harms the baby and to go for it. I honestly think its a personal choice.