You can definitely have bleeding during a pregnancy and I have friend who had it every month at the same time like you would a period. But if you are actually pregnant, you can't get a period (as in the shedding of your uterine lining that prepares your body for a fertilized egg). Though for some women, spotting can be an early sign of pregnancy and bleeding/spotting as long as it isn't heavy probably isn't anything to worry about if it happens occasionally during pregnancy. But like the above poster said, it can be a sign of an ectopic pregnancy, or of a molar pregnancy or miscarriage. If you think you are pregnant and bleeding, it's probably a good idea to get it checked out.