© Copyright 2017 Wolters Kluwer Health, Inc. All rights reserved. Objective: Cigarette smoking during pregnancy increases risks of poor pregnancy outcomes including miscarriage and stillbirth (pregnancy loss), but the effect of smoking on pregnancy loss among HIV-infected women has not been explored. Here, investigated the impact of smoking on risk of pregnancy loss among HIV-positive and HIV-negative women, and estimated the potential impact of realistic smoking cessation interventions on risk of pregnancy loss among HIV-positive women. Design: We analyzed pregnancy outcomes in HIV-positive and HIV-negative participants in the Women's Interagency HIV Study between 1994 and 2014. Methods: We estimated effects of current smoking at or immediately before pregnancy on pregnancy loss; we controlled for confounding using regression approaches, and estimated potential impact of realistic smoking cessation interventions using a semiparametric g-formula approach. Results: Analysis examined 1033 pregnancies among 659 women. The effect of smoking on pregnancy loss differed dramatically by HIV status: adjusted for confounding, the risk difference comparing current smokers to current nonsmokers was 19.2% (95% confidence limit 10.9-27.5%) in HIV-positive women and 9.7% (95% confidence limit 0.0-19.4%) in HIV-negative women. These results were robust to sensitivity analyses. We estimated that we would need to offer a realistic smoking cessation intervention to 36 women to prevent one pregnancy loss. Conclusion: Smoking is a highly prevalent exposure with important consequences for pregnancy in HIV-positive pregnant women in the United States, even in the presence of potent highly active antiretroviral therapy. This evidence supports greater efforts to promote smoking cessation interventions among HIV-positive women, especially those who desire to become pregnant.