Pregnancy is a delicate state, during which timely investigation of possible physiological anomalies is essential to reduce the risk of maternal and fetal complications. Medical imaging encompasses different technologies to image the human body for the diagnosis, course of treatment management, and follow-up of diseases. Ultrasound (US) is currently the imaging system of choice for pregnant patients. However, sonographic evaluations can be non-effective or give ambiguous results. Therefore, magnetic resonance imaging (MRI), due to its excellent tissue penetration, the possibility of acquisition of three-dimensional anatomical information, and its high spatial resolution, is considered a valid diagnostical alternative. Nevertheless, currently employed contrast agents to improve the MRI image quality are harmful to the fetus. Because of their ability to cross the placenta, their use on pregnant patients is avoided. This review will firstly recapitulate the most common non-obstetrical, obstetrical, and fetal indications for magnetic resonance imaging on pregnant women. Fetal safety risks, due to the use of strong magnetic fields and exogenous contrast agents, will be presented. Then, possible advantages of nanostructured contrast agents compared to current molecular ones are explored. Nanosystems’ characteristics affecting contrast efficiency, and their potential for improving contrast-enhanced MRI’s safety in pregnant women, are discussed. Lastly, promising examples of nanoparticles as safer alternatives to current MRI contrast agents in pregnancy are discussed.