Pregnancy is considered a unique situation in which immunological privilege works on the fetus in the maternal body. This immunological privilege results from a compositional change of immune cells and maternal hormonal changes. It has been researched that these changes happening in the maternal body during pregnancy greatly impact mothers' immune systems. As a result, pregnancy is significantly affected by the immunological system. In this review, discussed the micro molecular changes in the maternal and fetal environment after conception, the processes of each immune cell respond to and support the pregnancy, the influences of autoimmune diseases on pregnancy, whether pregnancy has an adverse effect on the autoimmune disease, and how to manage these patients including the new biological treatments.