Background: In 2014, Tanzania adopted the Option B+ policy for the prevention of mother-to-child transmission of HIV (PMTCT), which stipulates lifelong antiretroviral therapy (ART) for HIV-infected pregnant, postpartum and breastfeeding women, irrespective of CD4 count or WHO clinical staging. Loss to follow-up (LTFU) during pregnancy and the postpartum period may undermine the effectiveness of Option B+. Factors associated with no follow-up (NFU) care, may differ from those associated with LTFU at later time points. This study aimed to identify factors associated with NFU and LTFU among women who initiate ART under Option B+ in Moshi, Tanzania. Methods: We conducted a retrospective chart review of patients initiating ART on Option B+ between February 2014 and December 2015 in Moshi Municipality, Tanzania. Multivariable log-binomial regression was used to analyse factors associated with NFU. Kaplan-Meier survival functions were used to estimate time to LTFU. Multivariable Cox proportion hazards regression models were used to evaluate variables associated with time to LTFU. Results: Among 468 women initiating ART under the option B+ programme, 109 (23.3%) had NFU after the initial appointment. Factors associated with increased risk of NFU were: age < 25 years (adjusted hazard ratio [aRR] 1.7; 95% CI, 1.2 to 2.3), initiating ART at a hospital compared to a lower level health facilities (aRR 2.9; 95% CI, 2.1 to 3.9), and having no treatment supporter (aRR 1.5; 95% CI, 1.1 to 2.1). LTFU was higher in women aged < 25 years (aHR 1.4; 95% CI, 1.1 to 1.9), and in women with no treatment supporter (aHR 1.8; 95% CI, 1.4 to 2.3). In women who returned to the clinic after ART initiation, no factor was significantly associated with LTFU. Conclusion: The factors associated with NFU (being young, not having a treatment supporter, and being diagnosed at hospitals) reflect a vulnerable and potentially highly mobile population. Additional interventions are needed to support and retain this group at ART initiation on Option B+.