Women undergoing assisted reproduction treatment without being able to become pregnant, and experiencing pregnancy loss after assisted reproduction, are triggering factors for prolonged grief and mourning. This review aims to investigate the psychosocial aspects of gestational grief among women who have undergone infertility treatment. We searched the databases of MEDLINE/PubMed, EMBASE, CINAHL, Scopus, ScienceDirect, and Lilacs for works published up to 5 March 2021. The outcomes analyzed were negative and positive psychosocial responses to gestational grief among women suffering from infertility and undergoing assisted human reproduction treatment. Eleven studies were included, which yielded 316 women experiencing infertility who were undergoing treatment. The most frequently reported negative psychosocial manifestations of grief response were depression (6/11, 54.5%), despair or loss of hope/guilt/anger (5/11, 45.5%), anxiety (4/11, 36.4%), frustration (3/11, 27.3%), and anguish/shock/suicidal thoughts/isolation (2/11, 18.2%). Positive psychosocial manifestations included the hope of becoming pregnant (4/6, 66.6%) and acceptance of infertility after attempting infertility treatment (2/6, 33.3%). We identified several negative and positive psychosocial responses to gestational grief in women experiencing infertility. Psychological support before, during, and after assisted human reproduction treatment is crucial for the management of psychosocial aspects that characterize the grief process of women experiencing infertility who become pregnant and who lose their pregnancy. Our results may help raise awareness of the area of grief among infertile women and promote policy development for the mental health of bereaved women.