Hello fellow bengal lovers!
I am 9 months pregnant (so close to being done!) and I SWEAR our bengal knows. My husband thinks I'm crazy but I have been observing this for months!
As is typical with our bengal, Neko chan, she is much more of a playful cat as opposed to a cuddly lazy cat. She used to nap but much preferred to spend her time hollering at me to go run and play with her. However, starting about 3 months ago, (right when I started showing) I noticed huge changes. She is much much more gentle with me and asks me to run with her much less. I have to sit down a lot more and play a lot less, and she is always sitting right next to me watching guard with one of her paws on my leg. Whenever I sleep now, whether it's a nap or nighttime snoozing, she curls right up next to my belly. Our baby boy kicks and jabs all the time, and I know that since she is laying on my belly she can feel it, but she doesn't even budge! She just always has to be curled right up next to it. This type of behavior was very rare for her before, but lately it is all of the time! Have any of you noticed that your bengal might be sensitive to the fact that you have a baby in your belly? I have worried a little bit about how well she would receive our little baby but if this is any hint they will be fast friends!
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Cats are highly perceptive. I'm not sure she knows that you're pregnant, but she knows that there's something different about you. Cats can sense changes in humans. It's wonderful that she's behaving this way. Naturally, once the baby arrives, you will want to keep the cat out of the baby's room. Neko will sense the cries and smell of a new baby and be curious. I'd take care of the baby as normal and if Neko wants to know what's going on, I'd make sure someone else was around just in case Neko needed to be removed. I think if you don't make a big deal of things -- Neko will be fine. You'll have to make sure you spend enough time with Neko so she doesn't start to act out or become jealous.

Congratulations on your upcoming arrival!