Yes, there's no reason to cut this easy protein out of your diet during pregnancy.

Shrimp or prawns are lean proteins that cook within minutes, making them a very convenient way to keep up with your protein needs. Just make sure that they’re cooked all the way through. Most seafood should be cooked to an internal temperature of 145 degrees Fahrenheit. If you don’t have a food thermometer, don’t fret. Use a recipe and/or timer to make sure you’ve cooked your shrimp long enough. The color and texture are great indicators of this as well.

The mercury content of shrimp is also quite low, meaning that you can consume them safely up to a few times per week.