Prenatal mortality remains one of the major constraints for the commercial pig industry in North America. Twenty to thirty per cent of the conceptuses are lost early in gestation and an additional 10–15% is lost by mid-to-late gestation. Research over the last two decades has provided critical insights into how uterine capacity, placental efficiency, genetics, environment, nutrition and immune mechanisms impact successful conceptus growth; however, the exact cause and effect relationship in the context of foetal loss has yet to be determined. Similar to other mammalian species such as the human, mouse, rat, and primates, immune cell enrichment occurs at the porcine maternal–foetal interface during the window of conceptus attachment. However, unlike other species, immune cells are solely recruited by conceptus-derived signals. As pigs have epitheliochorial placentae where maternal and foetal tissue layers are separate, it provides an ideal model to study immune cell interactions with foetal trophoblasts. Our research is focused on the immune-angiogenesis axis during porcine pregnancy. It is well established that immune cells are recruited to the maternal–foetal interface, but their pregnancy specific functions and how the local milieu affects angiogenesis and inflammation at the site of foetal arrest remain unknown. Through a better understanding of how immune cells modulate crosstalk between the conceptus and the mother, it might be possible to therapeutically target immune cells and/or their products to reduce foetal loss. In this review, we provide evidence from the literature and from our own work into the immunological factors associated with porcine foetal loss.