First off, is he neutered? If not then get him neutered. Secondly, you may have to decide on whether this is a bladder infection or some other medical problem or whether it is behavioural ( yes, sometimes they do detect some changes and you may also be making changes to the house in anticipation of the new arrival). You will need to consider having his urine checked for a bladder infection or crystals/stones, and if this is ruled out, you will need to discuss with your Vet, possible behaviour approaches to help this problem.
Good luck and hope all goes well with the rest of the pregancy.
Martin Slome DVM
Centre Street Animal Hospital
Promenade Village Shoppes
7700 Bathurst Street Unit 40-42
Tel: (905) 771-9855