Some flavors of vitamin water contain caffeine. There have been many opposing studies regarding the safety of caffeine intake during pregnancy. According to the American Pregnancy Association, caffeine is permitted during pregnancy but intake should be limited to under 200mg per day. However, some sources suggest to avoid all caffeinated products during the first trimester of pregnancy.
Also, some flavors of vitamin water may also contain taurine, which according to Livestrong, has not been proven safe for pregnant women.