He may not realize what he's doing. Having a new pet is exciting and it's so easy to get deeply attached. Maybe you should talk to him. You don't have to say that you think he's paying the dog too much attention, because that's really not the issue, is it? It's that you aren't getting as much attention as you want or that you used to get. Talk to him about that part.

I know that pregnancy can make you feel less attractive, but from what I've seen, that's rarely what's going through men's minds. He may feel weird about getting sexual with you while your pregnant or maybe he feels like he'll be rejected. Tell him that you want to be affectionate with him. Don't accuse him of pulling away, just talk.

Good luck. And congratulations on the baby and the puppy.