Pregnancy is a phenomenon that is not totally understood, based on the complex molecular interactions between the mother and the embrio. Once the fecundation is completed the fetus starts to fight for survival. The first challenge is the implantation process and the second one is the interaction with the maternal immune system. This review discusses how the fetus avoids the immune system rejection, and the mechanisms that the maternal immune system adapts in order to be fit for a successful pregnancy. Also, we focus in this paper on the effects of pregnancy in rheumatic diseases, because the myriad clinical outcomes of the disease itself and the obstetric complications dependent of the disease implicated, as for example in rheumatoid arthritis (RA), systemic lupus erythematosus (SLE), spondyloarthropaties and antiphospholipid syndrome (APS).