While there are no reports of hair dye causing damage to a developing fetus during pregnancy, women who are concerned about this possibility should opt for hair dye procedures in which the dye doesn't touch the scalp, according to BabyCenter. Waiting until the second trimester adds another layer of safety.
Even with the use of permanent or semipermanent hair dye, very little is absorbed into the scalp, and less makes it through the bloodstream to a developing fetus. Having highlights done results in even less hair dye touching the scalp, if any, as the American Pregnancy Association reports. Using pure vegetable dyes, such as pure henna, also removes any potentially harmful chemicals from the process.