To establish fetal loss frequency during the interval between pregnancy diagnosis and 260 days of gestation, 10 Holstein dairy herds in the northwestern United States were studied for one year. The herds were enrolled in the Dairy Herd Improvement Association (DHIA) testing program; individual reproduction records were maintained by veterinarians, and pregnancy was routinely diagnosed by palpation per rectum. Gestational age data were analyzed using life table procedures with 8 intervals between 31 and 260 days of gestation. The cumulative incidence of fetal loss between 31 and 260 days of gestation was 10.8% overall and ranged from 7.6% to 13.0% among the 10 herds. During the study year, 255 previously diagnosed pregnancies were lost during 543,505 cow-days at-risk. The interval of greatest risk of loss was between 31 and 55 days of gestation with a hazard of 8.8 losses per 10,000 pregnant cow-days at-risk. The risk declined monotonically to 1.9 losses per 10,000 pregnant cow-days at risk between 201 and 230 days of gestation and rose to 2.4 losses per 10,000 cow-days between 231 and 260 days of gestation. Only 20% of the fetal losses were detected by observation of an expelled fetus or fetal membranes and the proportion detected increased with increasing gestational age at time of fetal loss.