Prenatal maternal stress has been found to have long-lasting effects on the behavioral and physiological development of the offspring. These programming effects on the fetus would be physiologically mediated through heightened and/or abnormal activity of the maternal sympathetic-adrenal-medullary system (SAM) and especially of her hypothalamic-pituitary-adrenocortical axis (HPA-axis). The abnormalities in maternal physiology could be present in her basal functioning, but also in her physiological reactivity to stressors, which constitutes the topic of this paper. This article reviews studies that have used laboratory challenges to study physiological stress reactivity in pregnant women. It concentrates on stress tests designed to produce pain or discomfort, or cognitive and psychological stress, and that assess changes in blood pressure, heart rate and/or cortisol as reactivity measures. The general conclusion is that physiological stress reactivity appears to be dampened during pregnancy. Nonetheless, the physiological responses to laboratory challenges are clearly present and display enough inter-individual variability to enable the study of links between responsivity patterns, psychosocial variables, fetal behavior, pregnancy outcome and offspring development. This paper also looks into the methodological limitations present in the reviewed studies. Options for sound design of stress test protocols are discussed and recommendations for future studies are presented. These methodological points are general and can therefore also be of use for researchers studying human stress reactivity in other populations and ages.