When you use hair dye, a small amount of the dye may penetrate your skin. Generally, however, the dye isn't thought to pose harm to a developing baby. Few studies have examined women's use of hair dye before and during pregnancy. A 2005 study suggested a possible association between hair dye used during pregnancy and certain childhood cancers, but other studies haven't reached the same conclusion. Most researchers say it's unlikely that use of hair products before or during pregnancy increases the risk of childhood brain tumors.