When is shortness of breath something to worry about in pregnancy?

Asthma/Blood Clot. Shortness of breath can be a common normal change of pregnancy. However, if you are at any risk of a blood clot it's not normal, nor is it normal if you are an asthmatic. Typical shortness of breath while walking up stairs is common, shortness of breath at rest isn't. See you doctor right away, or the emergency room, if you are at all concerned.