Most experts say yes, it's okay to do it as long as you're comfortable. Anal sex does no direct harm your baby, but there are two things you should keep in mind.
1. Hemorrhoids. Many expecting moms suffer from these during pregnancy, and if you're bleeding or in pain already, you might want to skip back door sex.
2. Health. Anal sex increases the risk of sexually transmitted diseases and HIV, so always use a condom. Also, bacteria from the rectum can cause infections if it somehow gets into your vagina—and that can put both you and your baby at risk. Have your partner thoroughly clean himself and put on a clean condom if you plan to have front door sex too.
Other than that, have fun if that's your thing—just keep things slow and use a lubricant.
Are you worried about anal sex during pregnancy?
Going to baseball games
Riding bike rides in the nice weather
Playing outside after work/school
Going for walks outside