The loss of a pregnancy in the first trimester is a common event and recent research has identified high levels of psychological distress amongst women who have miscarried. We believe this study is the first to examine the phenomenon from a longitudinal perspective using standardized measures. A sample of 65 women was rated for anxiety and depression using the Hospital Anxiety and Depression Scale at intervals of one, six and 12 weeks following early miscarriage. The results indicate that a large proportion of the sample had clinically important levels of anxiety (41 per cent) and depression (22 per cent) in the first week following miscarriage, which declined to 32 per cent and 6 per cent respectively by the 12th week. No association was observed between levels of psychological morbidity and a number of social and obstetric variables, the only exception being whether or not the pregnancy had been planned. These results are discussed with reference to the relevant literature. The possible implications for further research and clinical practice are addressed.