Can my fetus be more susceptible to infection or disease if i am taking an immunosuppressive like cyclosporine?

No: Very minimal amounts of Cyclosporine actually cross the placenta. Your baby should not be at any increased risk of infection. There have been reports of an increased risk of preterm delivery and smaller babies. Some of that may be related to whatever condition the woman was on Cyclosporine for.

Possible: If your own immune system is suppressed then it is possible the immune system of the fetus is suppressed.

Yes.: In humans, Cyclosporine crosses the placenta; maternal concentrations do not correlate with those found in the umbilical cord. Cyclosporine may be detected in the serum of newborns for several days after birth. Based on clinical use, premature births and low birth weight were consistently observed in pregnant transplant patients (additional pregnancy complications also present).