My doctor & my son's pediatrician both want me to keep taking my prenatals, DHA supplement, and iron. Well I dropped the iron, simply because I was annoyed at all the rules about taking it, but it's obviously okay.
That's just MY experience though. I can't give medical advice for your situation. If you can, you might want to go to the doctor as there are other causes of fatigue that might need to be ruled out, or they might want to check your iron to confirm that it would even help.