No, we do not have such rule preventing pregnant woman from visiting graveyards.
Seyyid Ibn Tawus in Misbah Al-Zair says the best day to visit the dead is Thursday, but if you cannot do it on a Thursday, do it on any day you can.
Upon reaching a grave of believer, face qibla and place your hand on the grave. Then recite Surat Inna Anzalna (Al-Qadr) seven times, Al-Hamd. Al-Tawheed, Al-Falaq, An-Naas and Ayatul Kursi. When a person recites Suratul Qadr for a dead Momin seven times, Allah creates an angel to sit beside the dead person and protect the dead person from all afflictions until the day of judgement.
See Mafatihul Jinan in Adaab Ziyarat Quburul Muminin, Pg 655, Arabic Version.