Question: I was 18 when I married my first husband. The local priest would not let us have the ceremony in the church because I was pregnant. He performed it in the rectory. Is it a Church rule that you cannot marry in the church building if you are pregnant?
It is not. I’m going to assume that the wedding was also small and intimate. Your priest was most likely embarrassed by your pregnancy (or angered by it) and did not want to have the wedding in a more public setting. Likely, he saw this as a failing of his own in having one of his parishioners pregnant out of wedlock.
But let’s not assume, perhaps he had good reason to have the wedding in the rectory. To your question, there is no hard and fast rule about where the wedding of a pregnant bride can take place. That said, if the priest felt that you were being pressured to be married because you were pregnant, he would have the obligation to have you postpone the wedding until you were free to make the choice to be married without the pressure of there “having to be a wedding.”
In short, pregnant brides can be married in the church building and there is not a general reason to have their wedding in another place. I hate to say this but it sounds to me as if your priest was trying to hide you from the rest of his parish so as to avoid approving of your out-of-wedlock pregnancy.