As it was shown by Shen, the Riesz transforms associated to the Schrödinger operator L=−Δ+V are not bounded on Lp(Rd)-spaces for all p,1<p<∞, under the only assumption that the potential satisfies a reverse Hölder condition of order d/2, d≥3. Furthermore, they are bounded only for p in some finite interval of the type (1,p0), so it can not be expected to preserve regularity spaces. In this work we search for some kind of minimal additional conditions on the potential in order to obtain boundedness on appropriate weighted BMO type regularity spaces for all first and second order Riesz transforms, namely for the operators ∇L−1/2, V1/2L−1/2, ∇2L−1, VL−1 and V1/2∇L−1. We also explore to what extent such extra conditions are also necessary.