This review highlights recent studies investigating the impact of stress on pregnancy health or loss. Spontaneous abortion is the most common adverse pregnancy outcome, and stress has been suggested to be abortogenic in mice and humans. A wealth of information has been published on the effect of stress on the nervous, endocrine and immune systems during the past two decades. Stress- and/or pregnancy-related hormones (corticotropin releasing hormone, adrenocorticotropin, prolactin, and progesterone) might interact with peripheral and local immuncompetent cells, such as certain T cell subsets, mast cells or NK cells, and result in changes of cytokine production. Since a well-balanced interaction of nervous, endocrine and immune system is crucial for the maintenance of successful pregnancy, putative mechanisms and recent observations on stress-triggered pregnancy failure have been reviewed.