Prevalence of use and misuse of substances may be increasing during pregnancy in Brazil. We describe the patterns of consumption of alcohol, tobacco and illegal drugs among pregnant women attending prenatal care service and explore whether there is a negative impact of these substances on the probability of having a miscarriage. Data from 133 women attending prenatal care in the city of São Paulo, Brazil during 2010 and 2011 were analyzed. Women who consumed crack were 3.23 times more likely than pregnant users of alcohol and other drugs to have a miscarriage, even after controlling for marijuana use, age and education.