The BabyCenter Editorial Team. No. You can't have your menstrual period while you're pregnant. Some women do have vaginal bleeding during pregnancy. Some even report intermittent bleeding that seems like a regular period to them.But vaginal bleeding during pregnancy is not the same thing as menstruation.he BabyCenter Editorial Team. No. You can't have your menstrual period while you're pregnant. Some women do have vaginal bleeding during pregnancy. Some even report intermittent bleeding that seems like a regular period to them.