Pregnant women can't actually have true menstrual periods. During menstruation, women shed the endometrial tissue and blood which the body created in order to facilitate implantation of a fertilized egg. When that doesn't happen, the endometrium or uterine lining isn't needed, and the body expels it. There is one exception women who have two uteri would have able to menstruate from one uterus during a pregnancy in the other. This uterine anomaly is extremely rare, and if you had it, you'd probably know about it by now. If you'd like to read more about that, see: Mom has twins from two different uteruses. Newly pregnant women can, however, have some light spotting at the same time they would otherwise have expected their menstrual period. This spotting, also known as an implantation bleeding, can easily "trick" women who tend to suffer from irregular periods into thinking that they actually experienced a weird, short period. Even beyond the implantation stage, early pregnancy spotting is quite common; 25 to 30 percent of pregnant ladies will have it during the first trimester.
Old blood can leave the uterus, and hormonal changes can trigger an irritated cervix which in turn leads to bleeding. This is especially likely to happen after intercourse or other strenuous physical activities. Heavier bleeding is likely to be a miscarriage symptom, or an indication of other serious medical problems. If you are pregnant and experiencing heavy vaginal bleeding, especially if that happens in combination with symptoms like heavy cramping and abdominal pain, inform your doctor right away or head for the ER.