Alysia Montano, 28, completed the race in just over two minutes – two minutes and 32.13 seconds to be exact - nearly 35 seconds slower than her personal best of 1:57.34.
The mum-to-be, who is a former University of California star athlete, finished last in the race, but was buzzing at the finish line.
She received huge support from the crowd, who erupted when she crossed the finishing line.
"I've been running throughout my pregnancy and I felt really, really good during the whole process," she told reporters. "I just didn't want to get lapped and be the first person to get lapped in the 800."
Alysia explained she had consulted doctors before running during her pregnancy, and said they were fully supportive of her decision to compete: "That took away any fear of what the outside world might think about a woman running during her pregnancy.
"What I found out mostly was that exercising during pregnancy is actually much better for the mom and the baby. I did all the things I normally do. I just happened to be pregnant. This is my normal this year."
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Always warm up before exercising, and cool down afterwards.
Try to keep active on a daily basis: half an hour of walking each day can be enough, but if you can't manage that, any amount is better than nothing.
Avoid any strenuous exercise in hot weather.
Drink plenty of water and other fluids.
If you go to exercise classes, make sure your teacher is properly qualified, and knows that you're pregnant as well as how many weeks pregnant you are.
You might like to try swimming because the water will support your increased weight. Some local swimming pools provide aquanatal classes with qualified instructors. Find your local sport and fitness services.
Exercises that have a risk of falling, such as horse riding, downhill skiing, ice hockey, gymnastics and cycling, should only be done with caution.
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