Is it safe to play tennis while pregnant?

Check w/OB/GYN first. As long as you are having a healthily, uncomplicated pregnancy, there is really no reason that most non-contact athletic activities need to be avoided. Obviously, check with your obstetrician first.
Yes. It is all a matter of your risk of injury. I think risk of injury with tennis is pretty low and certainly if you are a good player you could play tennis.