Context. Mating of ewe lambs can increase farm profitability, although uptake is limited by low reproductive success. Reproductive loss to Day 35 of pregnancy in peripubertal ewe lambs is greater than in adult ewes; however, the precise timing of this loss is unknown. Aim. We aimed to define more clearly early embryo development and key times of loss in peripubertal ewes. Methods. Health and development of embryos from naturally cycling crossbred ewes ~8 months of age were recorded. Following mating across 2 years, ewes were assigned to three groups (n = 80-87 per group): assessed on Day 3 of pregnancy, on Day 14, or between Day 35 and birth. For Day 3 and Day 14 groups, ewes were humanely killed, and embryos were assessed by microscope following recovery from the reproductive tract. Ultrasonography at around Days 35 and 70, and lambing data, were used to assess loss in the third group. Key results. By Day 3 of pregnancy, 22.9% of ova released were not present as healthy embryos (P < 0.05). Embryo survival on Day 14 tended (P < 0.10) to decrease further, with 34.0% (±4.5%) of ova released not present as healthy embryos. No decrease was detected between Days 14 and 35, whereas between Day 35 and birth, an additional 6.8% reproductive loss occurred (P < 0.05). Attainment of puberty prior to introduction of the fertile ram did not affect reproductive loss. Structures collected on Day 3 ranged from one cell to 12 cells: 11% (13/120) being one cell; 49% (59/120) two to four cells; and the remainder (48/120) at least five or six cells. Conceptus length at Day 14 ranged from 5.3 to 200.0 mm, with large variation between and within animals; within-ewe variation was 67% of between-ewe variation. Concentration of progesterone at time of collection was associated (P < 0.001) with developmental stage on Day 3, but not Day 14, of pregnancy. Conclusions. Reproductive loss in peripubertal ewes primarily occurred prior to Day 14, with much of this loss before Day 3. Implications. Improving oocyte and oviduct quality is important to supporting normal fertilisation and early embryo development in peripubertal ewe lambs, thus improving reproductive success.