The importance of fish oil supplements for health is well known. These contain the omega-3 fatty acids EPA and DHA. These have been found to be heart-protective.
It has been found that DHA plays an important role in nervous system and eye development in the foetus therefore pregnant women should consume it.
The alternative to fish-oil supplements is dietary fish, but caution is warranted here as well. In this case, the concern is contamination with mercury, which is neuro toxic at certain levels. Some fishes with mercury levels have been mentioned below:
Canned light tuna: 460 mg of EPA/DHA and 20.4 mcg of mercury.
Catfish: 470 mg of EPA/DHA and 8.5 mcg of mercury.
Salmon (fresh, frozen): 3,250 mg of EPA/DHA and 1.7 mcg of mercury. Canned salmon has undetectable mercury levels (less than 1.7 mcg of mercury).
Shrimp: 820 mg of EPA/DHA and undetectable mercury levels.
According to FDA all four are "low-mercury" fish and OK for pregnant and nursing women to consume up to 12 ounces weekly (two average meals).
So fish oil supplements as well as fish in diet are good option for pregnant women.