Objective: To study whether endometriosis is associated with pregnancy loss and recurrent pregnancy loss (RPL). Design: Nationwide historical cohort study with a nested case-control analysis. Setting: National health registers. Patient(s): A total of 29,563 women born between 1957 and 1997 were identified in the national health registers, diagnosed with endometriosis between 1977 and 2017, and age-matched 1:10 with 295,630 women without endometriosis. The number of pregnancy losses was assessed, and data were analyzed with conditional logistic regression. Intervention(s): Endometriosis (International Classification of Diseases, 8th Revision, 62530-62539, and International Classification of Diseases, 10th Revision, DN80.0-9). Main Outcome Measure(s): The primary outcomes of interest were the numbers of pregnancy losses categorized as 0, 1, 2, and ≥ 3 losses, unadjusted and adjusted for gravidity, and RPL. The secondary outcome measures were the predefined types of pregnancy losses. Pregnancy loss was defined as the spontaneous demise of a pregnancy until 22 weeks of gestation. Primary RPL was defined as 3 or more consecutive pregnancy losses with no prior live birth or stillbirth, and secondary RPL was defined as 1 or more births followed by 3 or more consecutive losses. Result(s): A total of 18.9%, 3.9%, and 2.1% of ever-pregnant women with endometriosis had 1, 2, and ≥ 3 pregnancy losses compared with 17.3%, 3.5%, and 1.5% of the women without endometriosis, corresponding to the odds ratios of 1.13 (95% confidence interval, 1.09–1.17), 1.18 (1.10–1.26), and 1.44 (1.31–1.59), respectively. When adjusted also for gravidity, the corresponding results were 1.37 (95% confidence interval, 1.32–1.42), 1.75 (1.62–1.89), and 2.57 (2.31–2.85), respectively. The following predefined subgroups of RPL were positively associated with endometriosis: primary; secondary; secondary after giving birth to a boy; after a complicated delivery; and ≥ 3 pregnancy losses before the age of 30 years. Six endometriosis subgroup analyses found an association between endometriosis and pregnancy loss. These analyses were women diagnosed in the 4 decades between 1977 and 2017, women with adenomyosis, and women with adenomyosis only. Conclusion(s): This nationwide cohort study found endometriosis to be associated with pregnancy loss and RPL, and the association strengthened with an increasing number of losses.