During delivery, your body will lose a lot of fluid. This fluid is represented by your amniotic fluid and the placenta. In preparation for this, you naturally hold on to more fluids. Some of this is stored in your legs and when you lay down at night that fluid leaves the legs and comes back to your blood where it is processed by your kidneys. This causes frequent urination at night. You will also have increased thirst during the day. Again, this is a way for your body to prepare for delivery. Since you are thirsty and drink more water, you will typically urinate more. Lastly, during the last trimester, the pregnant uterus is pressing on your bladder making it smaller so it holds less urine. Fortunately, frequent urination resolves quickly, usually within a week after delivery.