Since blue cheese is made from unpasteurized milk, it is likelier to host the listeria bacteria. Listeria causes an infection known as listeriosis that can lead to serious complications like miscarriage, premature birth and even stillbirth during pregnancy. It can also lead to the development of birth defects in the baby. Pregnant women must especially avoid eating blue cheese during their first trimester. However, in case you feel your taste buds cannot go without this exotic food even during pregnancy, opt for hard cheese or blue cheese that is completely pasteurized.