My doctor did not. I do HIIT training and initially he wanted me to stop after the first trimester. However, once we discussed my fitness regimen, he said it was fine if I continued it and just listened to my body.
When I found out I was pregnant I did extensive research on heart rate and it seems that the 140 maximum set for pregnant women is no longer the standard. A lot of doctors and fitness professionals say you should use the talk test and make sure you're heart rate does not get so high that you cannot carry on a conversation.
The general rule is that if you did it prior to getting pregnant, you can continue to do it (with certain exceptions like bike riding and contact sports). I would, however, discuss this with your doctor seeing that every pregnancy is different.