A warm bath, with a temperature of less than 100°F, is safe and sufficient for relaxing, as long as you are not overheated.
Experts say that it is not safe for the temperature of a pregnant woman to increase above 102.2° F. High temperatures can be dangerous for mother and baby, but unless you stay for a long time in very high temperatures it's unlikely that your body reaches these temperatures. A warm bath, with a temperature of less than 100°F, is sufficient for relaxing, as long as you are not overheated.
If you choose to soak in a tub there are several precautions you should take. The water temperature should be no higher than 100.2°F and soak for no longer than 10 minutes. Buy a thermometer and monitor the water temperature. The warning signs of hyperthermia (overheating) are feeling faint or dizzy, clammy or chilling. Other signs of increased core temperature are extreme thirst, dry mouth nausea or feeling hot in general. If any of these are beginning to occur, leave immediately and contact your healthcare provider.
High temperatures can have extreme affects on mother and child. If the internal temperature becomes too high for an extended period of time the blood pressure can drop, causing less oxygen and nutrients to be delivered to the baby. Birth defects such as neural tube defect, complications with closures of the skull or spinal cord, can occur.
Precautions related to temperature are not just for heat rooms or tubs, you must also be aware when running a fever. Lots of fluids can help to prevent dehydration caused by either a fever, heat rooms or tubs.
If you have any concerns or questions, your physician can instruct you further.