ObjectivesTo investigate prognostic factors for anxiety, depression and post-traumatic stress (PTS) symptoms 1 month after early pregnancy loss (EPL).DesignA prospective cohort study. Consecutive women were recruited, and demographic and clinical data were collected. Surveys containing the Hospital Anxiety and Depression Scale (HADS) and Post-traumatic Stress Diagnostic Scale (PDS) were emailed 1 month after a loss. Univariable logistic regression was performed to link factors with caseness of anxiety, depression or PTS according to screening measures.SettingEarly pregnancy units of three central London hospitals.Participants737/1116 eligible women with an EPL were recruited. 492 responded to HADS and 487 to PDS.Primary and secondary outcome measuresPrimary outcome is the area under the curve (AUC) to predict any psychological morbidity (defined as moderate/severe anxiety or depression, or meeting screening criteria for PTS) for each variable. Further outcomes are explained variation (R²) and p value for any morbidity, and AUC, explained variation, and p value for each morbidity separately.ResultsWomen who had a past diagnosis of a psychiatric condition were more likely to meet criteria for anxiety, depression or PTS (75% for current diagnosis vs 55% for past vs 30% for no diagnosis; AUC 0.61; R²8.4%; p<0.0001), as were those with previous pregnancy loss (48% vs 30%; AUC 0.59; R²4.3%; p<0.0001). Most of the assessed factors did not demonstrate potential utility in predicting psychological distress, including gestational age, overnight admission, time taken for diagnosis, pre-existing children and the diagnosis itself (miscarriage vs ectopic vs other) (AUCs≤0.54; R²≤0.9%).ConclusionsWomen with a history of mental health problems, or those with previous losses, may be at higher risk of psychological illness 1 month after pregnancy loss. However, prognostic ability was poor overall. All women should be considered at risk.