The aim of the present study was to establish whether temperature-humidity index values, as a measure of heat comfort, from Days 1 to 40 of gestation could be associated with the pregnancy loss rate in high producing dairy cows. Data from 1391 pregnancies were recorded. Pregnancy was diagnosed by transrectal ultrasonography between Days 34 and 45, and again 90 days after insemination. Pregnancy loss was assumed when the second pregnancy diagnosis on Day 90 proved negative and was registered in 7.8% (108/1391) of pregnancies. Mean and maximum temperature-humidity index values were established for each cow for Days 0 (day of insemination), 1, 2 and 3 after insemination, and averages established for Days 0-3, 0-10, 11-20, 21-30 and 31-40 after insemination. Cow and management variables previously found to be significantly correlated with the early fetal loss in the same geographical area were also recorded. The relative contribution of each factor to the probability of pregnancy loss was determined using logistic regression models. Based on the odds ratio, a strong association with pregnancy loss of the factors warm period of pregnancy (warm period-May to September versus cool-October to April), twin pregnancy (as negative factors: odds ratios 3.1 and 3.4, respectively) and an additional corpus luteum (as a positive factor: odds ratio 0.32) was confirmed. The likelihood of pregnancy loss increased by a factor of 1.05 for each additional unit of the mean maximum temperature-humidity index from Days 21 to 30 of gestation. Logistic regression analysis revealed no significant effects of temperature-humidity index values for the remaining gestation periods. Our results indicate that heat stress can compromise the success of gestation during the peri-implantation period, such that high temperature-humidity index values for the period 21-30 days of gestation are a risk factor for subsequent early fetal loss.