Background The loss of one or more pregnancies before viability (i.e. pregnancy loss or miscarriage), has been linked to an increased risk of diseases later in life such as myocardial infarction and stroke. Recurrent pregnancy loss (i.e. three consecutive pregnancy losses) and multiple sclerosis have both been linked to immunological traits, which could predispose to both occurrences. The objective of the current study was to investigate if pregnancy loss is associated with later autoimmune neurological disease. Methods This register-based cohort study, included the Danish female population age 12 or older between 1977-2017. Women were grouped hierarchically: 0, 1, 2, ≥3 pregnancy losses, primary recurrent pregnancy loss (i.e. not preceded by a delivery), and secondary recurrent pregnancy loss (i.e. preceded by a delivery). The main outcome was multiple sclerosis and additional outcomes were amyotrophic lateral sclerosis, Guillain-Barré syndrome, and myasthenia gravis. Bayesian Poisson regression estimated incidence rate ratios [IRR] and 95% credible intervals [CI] adjusted for year, age, live births, family history of an outcome, and education. Results After 40,380,194 years of follow-up, multiple sclerosis was diagnosed among 7,667 out of 1,513,544 included women (0.5%), median age at diagnosis 34.2 years (IQR 27.4-41.4 years), and median age at symptom onset 31.2 years (IQR 24.8-38.2). The adjusted IRR of multiple sclerosis after 1 pregnancy loss was: 1.03 (95% CI 0.95-1.11), 2 losses: 1.02 (95% CI 0.86-1.20), ≥3 non-consecutive losses: 0.81 (95% CI 0.51-1.24), primary recurrent pregnancy loss: 1.18 (95% CI 0.84-1.60), secondary recurrent pregnancy loss: 1.16 (95% CI 0.81-1.63), as compared to women with no pregnancy losses. Seven sensitivity analyses and analyses for additional outcomes did not show significantly elevated adjusted risk estimates. Conclusions In this nationwide study, pregnancy loss was not significantly associated with autoimmune neurological disorder.