Hello, Your body uses iron to make hemoglobin, a protein in the red blood cells that carries oxygen to your tissues. During pregnancy, your blood volume expands to accommodate changes in your body and help your baby make his or her entire blood supply — doubling your need for iron. If you don't have enough iron stores or get enough iron during pregnancy, you could develop iron deficiency anemia. Iron deficiency anemia during pregnancy might increase the risk of a preterm delivery or a low birth weight baby.