Pregnancy results in a significant change in both pituitary gland size and function. Due to this physiological adaptation, the diagnosis and management of pituitary diseases during pregnancy represents a particularly complex challenge. The presence of a functioning pituitary adenoma may be harmful to the health of the mother and fetus, and scientific evidence regarding the safety of drugs normally used to control hormone excess during pregnancy is scarce. In addition, pregnancy may be associated with the risk of the growth of a pre-existing pituitary adenoma. This review focuses on the diagnostic challenges in pregnant women with adenomas secreting prolactin, growth hormone, or adrenocorticotropic hormone. Some evidence-based recommendations for the treatment of these conditions during pregnancy are provided, and algorithms that could help monitor a pituitary adenoma during pregnancy are examined. Mention is also made of how hormone replacement therapy can be optimised in pregnant women with hypopituitarism. Finally, differential diagnosis between Sheehan's syndrome and lymphocytic hypophysitis, two pituitary disorders that may occur during pregnancy or delivery, is discussed.