How far along are you? In the first trimester, it is because your uterus is growing and pressing on your bladder which normally occurs around 6-8 weeks, sooner for subsequent pregnancies and later for tilted uteruses (like mine). The uterus typically sits directly on top of the bladder (unless yours is tilted. Mine is almost a mirror image of the norm and sits almost horizontal to my bladder. I just started getting more pressure on my bladder this past week.) and as it expands, it puts pressure on the bladder. If I remember correctly, this eases up some in the second trimester when the uterus expands further upward into the abdominal cavity and then worsens again in the third when baby gets heavier and then again when s/he drops.