Limited evidence revealed conflicting results on relationship between phthalate exposure and clinical pregnancy loss (gestational weeks >6). A prospective cohort study in Chinese pregnant women (n = 3220) was conducted to investigate the association between urinary phthalate metabolites and clinical pregnancy loss (gestational weeks 6 to 27; n = 109). Morning urine samples during gestational weeks 5 to 14 (mean 10.42) were collected to measure monomethyl phthalate (MMP), monoethyl phthalate (MEP), monobutyl phthalate (MBP), monobenzyl phthalate (MBzP), mono (2-ethylhexyl) phthalate (MEHP), mono (2-ethyl-5-oxohexyl) phthalate (MEOHP) and mono (2-ethyl-5-hydroxyhexyl) phthalate (MEHHP). The concentrations of low- and high-molecular weight phthalate metabolites (ΣLMWP <250 Da and ΣHMWP >250 Da) were calculated. Adjusted logistic regression models showed increased risks of clinical pregnancy loss in women with higher creatinine- normalized concentrations of MEP, MBP, MEOHP, MEHHP, ΣLMWP and ΣHMWP. Stratified analysis by gestational weeks (10 weeks) of miscarriage indicated positive associations of MEP, MEOHP, MEHHP and ΣHMWP with embryonic loss (during gestational weeks 6 to 10). The only association of foetal loss (during gestational weeks 11 to 27) was observed with MEHHP. Our findings suggested that Chinese women who were exposed to phthalates during early pregnancy had an increased risk of clinical pregnancy loss, especially embryonic loss.