This review summarizes what is known about risks in pregnancy when Upper Limits (ULs) of micronutrients are exceeded and assesses the potential risk of exceeding the UL if a pregnant woman is taking a multiple micronutrient supplement. UL is an upper threshold value of micronutrients which may cause health risks, set by the United States and Canada, the World Health Organization, and other groups. Overall, there is limited information on pregnancy‐specific risks from excess intake. When assuming high dietary intake plus the amount in a standard multiple micronutrient supplement (with 30 mg of iron), only niacin and iron would be expected to slightly exceed the UL. Known risks for this level intake for each nutrient are transient and mild.