Can a woman get pregnant and have a healthy baby while on dialysis?

Yes. Cronic renal failure is a serious medical condition. The natural ability to get pregnant is decreased. Best advice is to see a specialist in high risk pregnancy that can explain to you all the associated risks and also if is indicated to get pregnant in your particular case. The final decision will be yours after you will have all the pieces of information.
Possibly. Usually the systemic illness that causes kidney failure makes pregnancy difficult and possibly dangerous. Pregnancy is not impossible, and successful full term deliveries in dialysis patients have been reported. It is much more likely to succeed in a transplant patient.