A systematic Cochrane review of 70 randomized clinical trials with approximately 20,000 women suggested that increasing long-chain omega-3s (EPA and DHA) consumption during pregnancy, either through supplements or in foods, may reduce the incidence of preterm birth (before 37 weeks) and very preterm birth (before 34 weeks). There may also be less chance of having a baby with a low birth weight.

https://www.cochrane.org/CD003402/PREG_omega-3-fatty-acid-addition-during-pregnancy