This systematic review and meta-analysis was designed to investigate whether maternal psychological stress and recent life events are associated with an increased risk of miscarriage. A literature search was conducted to identify studies reporting miscarriage in women with and without history of exposure to psychological stress (the only exposure considered). The search produced 1978 studies; 8 studies were suitable for analysis. A meta-analysis was performed using a random-effects model with effect sizes weighted by the sampling variance. The risk of miscarriage was significantly higher in women with a history of exposure to psychological stress (OR 1.42, 95% CI 1.19-1.70). These findings remained after controlling for study type (cohort and nested case-control study OR 1.33 95% CI 1.14-1.54), exposure types (work stress OR 1.27, 95% CI 1.10-1.47), types of controls included (live birth OR 2.82 95% CI: 1.64-4.86). We found no evidence that publication bias or study heterogeneity significantly influenced the results. Our finding provides the most robust evidence to date, that prior psychological stress is harmful to women in early pregnancy.