Recurrent pregnancy loss (RPL) is defined as three or more consecutive pregnancy losses, and it affects 2-3% of couples trying to conceive. RPL is a multifactorial disorder, and only few evidence-based treatments are available. It is associated with an increased prevalence of stress and major depression, and also with immunogenetic markers, autoimmunity and an increase of the risk of cardiovascular disease in later life. Immunology seems to be a key element in RPL, and further research is needed to understand the pathogenesis of this heterogeneous condition in order to develop personalized treatment.