During the implantation period, a significant portion of embryos are lost and eventually less than half of clinically established pregnancies end as full-term pregnancies without obstetrical complications. A significant portion of these pregnancy losses is associated with immune etiologies, including autoimmune and cellular immune abnormalities. Although an autoimmune etiology such as anti-phospholipid antibodies (APAs) has been reported to induce placental infarct and thrombosis at maternal-fetal interface, APAs induce inflammatory immune responses as well. Inflammatory immune responses, such as increased proportions of NK cells and Th1/Th2 cell ratios in peripheral blood are related to recurrent pregnancy losses and multiple implantation failures. Systemic and local inflammatory immune responses seem to be induced by activation of Toll-like receptors with infectious agents, fetal cell debris, or gonadotropin-releasing hormone agonist, etc. Cellular activation of T and NK cells leads to pro-inflammatory cytokine storm and consequently, placental infarction and thrombosis. Potential application of anti-inflammatory therapeutic agents for the prevention of pregnancy losses should be explored further.