We have four cats, one is especially high strung.
When my wife got pregnant we were worried about how they would react. They definitely knew something was going on, and were acting weird.
The funny thing is; The pregnancy freaks them out more than the baby. I guess you smell different when you're pregnant, and they find it disturbing.
To our surprise, once we brought the baby home the cats seemed relieved, like everything was back to normal.
I wouldn't worry about it too much. Even though they are a different species, once they got a chance to smell the baby they understood instinctively that she was part of the family.