Left preferably..but it is not possible to always sleep on left..you can sleep on right also but not on back! Follow this from 2nd trimester at least do that it won't be difficult to do so in the 3rd trimester..

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Until week 12, sleep any ways but from week 13 start sleeping on your sides. Left preferably but since you can't just stick to one position, right side too is okay. Avoid lying on your back for long as months proceed.