One to two percent of couples suffer recurrent pregnancy loss and over 50% of the cases are unexplained. Whole genome sequencing (WGS) analysis has the potential to identify previously unrecognized causes of pregnancy loss, but few studies have been performed, and none have included DNA from families including parents, losses, and live births. We conducted a pilot WGS study in three families with unexplained recurrent pregnancy loss, including parents, healthy live births, and losses, which included an embryonic loss (<10 weeks’ gestation), fetal deaths (10–20 weeks’ gestation) and stillbirths (≥ 20 weeks’ gestation). We used the Illumina platform for WGS and state-of-the-art protocols to identify single nucleotide variants (SNVs) following various modes of inheritance. We identified 87 SNVs involving 75 genes in embryonic loss (n = 1), 370 SNVs involving 228 genes in fetal death (n = 3), and 122 SNVs involving 122 genes in stillbirth (n = 2). Of these, 22 de novo, 6 inherited autosomal dominant and an X-linked recessive SNVs were pathogenic (probability of being loss-of-function intolerant >0.9), impacting known genes (e.g., DICER1, FBN2, FLT4, HERC1, and TAOK1) involved in embryonic/fetal development and congenital abnormalities. Further, we identified inherited missense compound heterozygous SNVs impacting genes (e.g., VWA5B2) in two fetal death samples. The variants were not identified as compound heterozygous SNVs in live births and population controls, providing evidence for haplosufficient genes relevant to pregnancy loss. In this pilot study, we provide evidence for de novo and inherited SNVs relevant to pregnancy loss. Our findings provide justification for conducting WGS using larger numbers of families and warrant validation by targeted sequencing to ascertain causal variants. Elucidating genes causing pregnancy loss may facilitate the development of risk stratification strategies and novel therapeutics.