Pregnancy is a state that can be similar to illness. Therefore, Islam has relaxed the rigors of religious discipline for a pregnant woman allowing her to break the obligatory fast of Ramadan if she fears for herself or the fetus. As for prayer, the pregnant woman must stand if she is able. If standing is difficult or she has a threatened miscarriage and must sit or lie down, she can do so. As the pregnancy advances, bowing and prostrating might become difficult. Then she can lean or sit for these positions, as detailed below. She will receive a complete reward for her prayers because pregnancy and illness are among the valid excuses that relax the rigors of Islamic rulings.

First and foremost, we’d like to make it clear that the religion of Islam seeks not to cause any hardship to its adherents or burden them beyond their capabilities. Easiness and facilitation are among the main characteristics of Islam. Almighty Allah says: “Allah would not place a burden on you, but He would purify you and would perfect His grace upon you, that ye may give thanks.” (Al-Ma’idah: 6)

The Prophet (peace and blessings be upon him) said, “Religion is very easy and whoever overburdens himself in his religion will not be able to continue in that way.”

This concept of facilitation and easiness in Islam is clearly manifest in its simple and flexible rules. Islam takes into consideration people who have certain excuses, and relaxes its rulings so that such people will not face any hardship when abiding by Shari`ah precepts.

Shedding more light on the question in point, Sheikh M. S. Al-Munajjid, a prominent Saudi Muslim lecturer and author, states that: “The basic principle concerning the prayer of one who is sick is that he/she should do whatever he/she is able to of the essential parts of the prayer, and he/she does not have to do what he/she is unable to do. This is indicated by a great deal of evidence from the Qur’an and Sunnah. Allah says: “So keep your duty to Allah and fear Him as much as you can.” (At-Taghabun: 16)
“Allah tasketh not a soul beyond its scope.” (Al-Baqarah: 286)

And the Prophet (peace and blessings be upon him) said: “If I command you to do a thing, then do as much of it as you can.” (Reported by al-Bukhari and Muslim)

It was narrated that `Imran ibn Husayn (may Allah be pleased with him) said: I was suffering from hemorrhoids and I asked the Prophet (peace and blessings be upon him) about praying. He said, “Pray standing, and if you cannot, then sitting down, and if you cannot, then lying on your side.” (Reported by al-Bukhari)

Based on the above, if a pregnant lady is able to pray standing up, then she has to stand. Then if she becomes unable to stand or it is too difficult for her to stand, then she can sit down while praying. It is permissible to sit on a chair or on the ground, depending on what one is able to do and what is easy for him/her. But it is better to sit on the ground, because the Sunnah is for a person to sit cross-legged in the place where one would stand and bow, and this is not easy to do on a chair.
Sheikh Ibn `Uthaymeen said: If a person cannot pray standing, he/she should pray sitting, but it is better to sit cross-legged in the place of standing and bowing.
From his essay, Taharat al-Marid wa Silatuhu, he states: This sitting cross-legged is not obligatory; he/she may sit however he/she wants because the Prophet (peace and blessings be upon him) said: “If he cannot then sitting,” and he did not explain how one should sit.
If it is too difficult for your wife to prostrate and bow, then she can lean forward and make the leaning for sujud deeper than that for ruku`.
If she can stand, then lean forward for ruku` while standing, and lean forward for sujud while sitting, then she should do that, because standing is closer to bowing than sitting, and sitting is closer to sujud than standing.
Sheikh Ibn Baaz said:
Whoever is able to stand but is unable to bow or prostrate is not relieved of the obligation to stand; rather he should pray standing up, then lean forward for ruku` (i.e., while standing) then sit and lean forward for sujud… and he should make leaning for sujud deeper than that for ruku`. If he is only unable to prostrate, then he should do ruku` and then lean forward for sujud.
If during the prayer the sick person becomes able to do something that he/she was unable to do, such as standing, sitting, bowing or prostrating, he/she should start to do that and continue from whatever he/she has already completed of his/her prayer.
From his essay Ahkam Salat al-Marid wa Taharatihi, Sheikh Ibn `Uthaymeen said:
Whoever is not able to bow should lean forward while standing, and whoever is not able to prostrate should lean forward while sitting.”