At least eight people have been injured after a gunman opened fire on a bus near the Western Wall in Jerusalem’s Old City, Israeli officials say.
The gunman fled but is now said to have turned himself in.
The Western Wall is one of the holiest sites in Judaism. Thousands travel to pray there every year.
Israeli emergency services said the gunman targeted a bus near King David’s Tomb and a car park near the Western Wall.
The driver, Daniel Kanievsky, told local media his bus was full at the time of the shooting.
Video on social media showed heavily armed police at the scene and local media reported that worshippers had been briefly prevented from leaving the Western Wall compound.
The pregnant woman was shot in the stomach. She had an emergency Caesarean operation, with the baby reported to be in a serious, but stable, condition.
A man with gunshot wounds to the head and neck also remains critical.
Media reports say four of the injured were members of the same family visiting Israel from New York.
The gunman is said to be a Palestinian resident of East Jerusalem.
The attack comes a week after 47 people were killed in the Gaza Strip over three days as Israeli forces targeted leaders of the Palestinian Islamic Jihad (PIJ) and militants fired more than 1,000 rockets into Israel.
The militant group says it lost 12 fighters. Gaza’s health ministry said the others were civilians, including at least 17 children.
Israeli officials have said many civilians were killed by PIJ rockets that failed to clear Gaza. They have promised to investigate civilian deaths caused by Israeli fire.
Several Israelis sustained minor injuries as a result of PIJ rockets, most of which were intercepted by the country’s Iron Dome missile defense system.