Pregnant women can safely eat cheesecake as long as the cheese has been pasteurized. According to Bounty, baked cheesecake is safe to eat, but uncooked cheesecake is not.
The American Pregnancy Association recommends that pregnant women eat only pasteurized cheeses due to the risk of contracting a food-borne illness called listeriosis, which is very dangerous during pregnancy. This organization advises pregnant women to check the labels on all dairy products to find out whether or not the cheese has been pasteurized. According to the American Pregnancy Association, processed cream cheese is safe to eat, but unpasteurized soft cheeses, such as feta or blue cheese, are not.