Over 1/3 of pregnant women experience iron deficiency due to increased blood volume and higher iron needs (1). Roughly 1 in 4 women already don't consume enough iron (generally through the form of red meat), and since iron needs are higher during pregnancy, it is very common for pregnant women to under-consume iron.
I personally do not like iron supplements due to possible inflammatory and digestive issues, and therefore the below alternatives may be considered:
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In one study of 100 pregnant women, participants either received 100mg of lactoferrin twice daily or 520mg of ferrous sulfate daily (this is a relatively high dose of iron supplementation). After 30 days, hemoglobin, iron, and ferritin levels were increased to the same degree in both groups, however the lactoferrin group did not experience side effects that the iron supplement group did (2). A meta analysis confirmed these findings and concluded that the lactoferrin was as effective or more effective than ferrous sulfate supplementation and should be the supplement of choice for iron deficiency during pregnancy (3)
Spleen has the highest iron content of any available food. While not many people choose to eat spleen, it can easily be supplemented with in the desiccated form. A double serving of spleen capsules (e.g. 12 capsules) has around as much iron as a standard iron supplement. Studies show that taking an iron supplement every second day instead of daily is more effective, so I suggest 1-2 servings of desiccated spleen every second day (4)
Cod liver oil has high amounts of DHA, a fat that is important during pregnancy and for fetal development. Additional it is high in vitamin A (another nutrient that has a high requirement during pregnancy). Some studies have shown that vitamin A enhances iron supplementation efficacy, and other research has suggested that omega 3 supplementation may also improve iron status (5,6). Based on all of the above, including a good quality cod liver oil in a pregnancy supplement routine appears to make sense. 1tsp a day is a good starting point.
Goat milk has a number of properties and nutrients (such as vitamin A and proline) that enhance the synthesis and absorption of iron / hemoglobin. Including goat milk into a pregnancy diet may be beneficial in enhancing hemoglobin levels (7).
While it may sound like an odd combination, research has shown that these foods can significantly increase hemoglobin levels (by ~10% or more). Generally around 100g of both avocado and guava is used, and up to around 1.2 g/kg body weight of honey (8,9,10).
Some foods and beverages can interfere with the absorption of iron, this includes tea, coffee, cow's milk, and whole grains. Reducing the intake of these or consuming away from iron rich sources (e.g. red meat or spleen supplements) may enhance the up-take of iron.