There are many studies both in animals and humans which show that hyperthermia, the abnormal elevation of body temperature, can adversely effect fetal development.
Studies in the the guinea pig and other animals show that an increase of 1.5 C in maternal body temperature is associated with central nervous system and other abnormalities. It’s unclear whether hyperthermia produces adverse effects through direct action on the embryo or by producing maternal toxicity.
Other studies have shown that there was a significant increased risk of congenital defects such as neural-tube defects, abdominal-wall defects, and cardiac defects in babies born to women who reported having a fever during their first trimester. It has been recommended that maternal body temperature not be repeatedly raised during pregnancy above 38.9 C (102 F).
For women using hot tubs or other hot-water treatments, this restriction means limiting exposure to 15 min in 39 C water, or to 10 min in 40.0 to 41.1 C water. Sauna baths permit greater heat loss (through evaporation of perspiration) than do water baths, allowing time limits to be extended.