Background: Women with asthma appear to have an increased risk of pregnancy loss (PL). The impact of asthma on recurrent pregnancy loss (RPL), defined as 3 consecutive losses, is, however, unknown. Objective: The aim of this study was to investigate whether having asthma before or during the fertile age is associated with PL and RPL. Methods: Based on Danish national health registers, we identified all women aged 6 to 45 years with at least 2 filled prescriptions of an antiasthma drug during the period 1977 to 2019. Women with asthma were compared with women without asthma. Pregnancy outcomes were retrieved for both groups from national health registers. Logistic regression with adjustment for the year of birth and educational level provided odds ratios (ORs) for the number of PLs. Subgroup analyses were conducted for early-onset (age 6–15 years), adult-onset (age 16–39 years), and late-onset (age 40–45 years) asthma. Lastly, we compared uncontrolled asthma (defined as ≥ 400 doses of a short-acting beta-2 agonist in a year) to controlled asthma (defined as < 400 doses of a short-acting beta-2 agonist in a year). Results: In a population of 1,309,786 women, we identified 128,553 women with asthma and 1,297,233 women without asthma. Compared with nonasthmatic women, women with asthma had ORs for 1, 2, and 3 or more PLs of 1.05 (95% CI 1.03–1.07), 1.09 (95% CI 1.05–1.13), and 1.18 (95% CI1.11–1.24), respectively, and for RPL of 1.19 (95% CI 1.12–1.27). In women with early-onset asthma, the OR of 3 or more PLs was 1.47 (95% CI 1.24–1.72). For women classified as having uncontrolled asthma compared with controlled asthma, we found a significant OR of 1.60 (95% CI 1.16–2.16) for 3 or more PLs. Conclusions: We found a significant positive association between asthma and number of PLs and RPLs. Early-onset asthma and uncontrolled asthma were more strongly associated with PL than adult-onset and late-onset asthma and controlled asthma.