Background: Women who have had miscarriages or stillbirths are known to have a high risk for enduring grief. However, the course and frequency of enduring grief in this subgroup are not fully understood. Objective: Our aims were to assess the intensity of grief and its course in women with miscarriages or stillbirths and to estimate the frequency of severe grief reactions in this population. Additionally, we compared subgroups with miscarriages versus stillbirths and with single versus recurrent pregnancy loss. Method: A systematic literature search of the databases MEDLINE, psycINFO and PSYNDEX was conducted to consider all studies published between 2000 and 31 March 2022 in English or German on the prevalence and intensity of grief in women who had miscarriages or stillbirths. Studies that used validated assessment methods were included in this systematic review. The PRISMA guidelines were followed. Results: Study characteristics and grief data were extracted independently by two investigators from 13 cross-sectional and eight longitudinal studies from 11 countries ( N = 2597). All studies used self-reporting instruments. According to 17 of 21 studies (81%), grief is markedly elevated in women after miscarriages or stillbirths. The studies are very heterogeneous regarding the samples, the length of pregnancies and the time of assessment regarding grief after miscarriages. Most studies document intense grief and frequent severe grief reactions – with a decrease over time – in women who have had miscarriages or stillbirths. Clear conclusions regarding corresponding differences between women with miscarriages and stillbirths or single and recurrent pregnancy losses cannot be drawn. Conclusions: Pronounced grief is frequent in women who had miscarriages or stillbirths. More longitudinal studies are needed to examine the course of grief in this group and to identify those women who develop prolonged grief disorder, depression or other mental-health problems.