Background: One in four pregnancies end in a pregnancy loss. Although the effect on couples is well documented, evidence-based treatments and prediction models are absent. Fetal aneuploidy is associated with a higher chance of a next successful pregnancy compared with euploid pregnancy loss in which underlying maternal conditions might be causal. Ploidy diagnostics are therefore advantageous but challenging as they require collection of the pregnancy tissue. Cell-free fetal DNA (cffDNA) from maternal blood has the potential for evaluation of fetal ploidy status, but no large-scale validation of the method has been done. Methods: In this prospective cohort study, women with a pregnancy loss were recruited as a part of the Copenhagen Pregnancy Loss (COPL) study from three gynaecological clinics at public hospitals in Denmark. Women were eligible for inclusion if older than 18 years with a pregnancy loss before gestational age 22 weeks (ie, 154 days) and with an intrauterine pregnancy confirmed by ultrasound (including anembryonic sac), and women with pregnancies of unknown location or molar pregnancies were excluded. Maternal blood was collected while pregnancy tissue was still in situ or within 24 h after pregnancy tissue had passed and was analysed by genome-wide sequencing of cffDNA. Direct sequencing of the pregnancy tissue was done as reference. Findings: We included 1000 consecutive women, at the time of a pregnancy loss diagnosis, between Nov 12, 2020, and May 1, 2022. Results from the first 333 women with a pregnancy loss (recruited between Nov 12, 2020, and Aug 14, 2021) were used to evaluate the validity of cffDNA-based testing. Results from the other 667 women were included to evaluate cffDNA performance and result distribution in a larger cohort of 1000 women in total. Gestational age of fetus ranged from 35–149 days (mean of 70·5 days [SD 16·5], or 10 weeks plus 1 day). The cffDNA-based test had a sensitivity for aneuploidy detection of 85% (95% CI 79–90) and a specificity of 93% (95% CI 88–96) compared with direct sequencing of the pregnancy tissue. Among 1000 cffDNA-based test results, 446 (45%) were euploid, 405 (41%) aneuploid, 37 (4%) had multiple aneuploidies, and 112 (11%) were inconclusive. 105 (32%) of 333 women either did not manage to collect the pregnancy tissue or collected a sample classified as unknown tissue giving a high risk of being maternal. Interpretation: This validation of cffDNA-based testing in pregnancy loss shows the potential and feasibility of the method to distinguish euploid and aneuploid pregnancy loss for improved clinical management and benefit of future reproductive medicine and women's health research. Funding: Ole Kirks Foundation, BioInnovation Institute Foundation, and the Novo Nordisk Foundation.