While a nice long hot soak may be your preferred way to unwind and de-stress at the end of a hard day, this is one relaxation technique that may be denied to you during pregnancy.
Soaking in a hot tub means that the body temperature rises, and along with that, so does the temperature of the amniotic fluid which can in turn lead to birth defects such as neural tube defects. It could be dangerous for a woman to develop a high fever during her first trimester.
There is also evidence to suggest that such a significant rise in temperature as could be engendered by a hot tub, may even be a contributing factor for a miscarriage or that the child may have health problems later in life.
It is recommended by the American Pregnancy Association, a body temperature of 101º F and above can raise concerns during pregnancy. The view that an elevated temperature may increase the risk of birth defects is also ratified.
In general a hot bath or shower is safer than a hot tub. If you still want to use that hot tub, you could program the temperature to a lower level, and limit your time inside to about 10 minutes.