I do work with pregnant clients.
You actually don't need that many calories while you're pregnant - no additional calories during the first trimester, about 300 extra calories each day during the second trimester, and 400-450 extra calories per day during your third trimester. Depending on your current weight, the amount of weight you're recommended to gain during pregnancy will differ - a large proportion of the weight gain is actually an increase in blood volume and fluid, rather than fat.
If you're pregnant, make sure you're getting enough folate, iron, vitamin D, and zinc through a prenatal supplement or a diet high in whole, fresh foods!