Background Pregnancy loss is typically experienced as a traumatic, critical event, which may lead to secondary psychological health disorders. Its burden involves both the experience of loss and related medical issues, which are associated with pain, hospitalization, limitation in one’s social roles, decreased sense of security, and changes in one’s perceived quality of life. The purpose of the present study was to evaluate levels of quality of life (QoL), social support and self-efficacy among women who had suffered a miscarriage. Methods The study was performed using a diagnostic survey method with questionnaires administered to 610 patients hospitalized due to spontaneous pregnancy loss in hospitals in Lublin (Poland). The instruments used were: the Berlin Social Support Scales (BSSS), the Generalized Self-Efficacy Scale (GSES), the WHOQoL–BREF questionnaire, and a standardized interview questionnaire. Results Respondents rated their overall QoL (3.90 points) higher than their overall perceived health (3.66). In terms of social support, the highest scores were noted for perceived available instrumental support (M = 3.78), perceived available emotional support (M = 3.68) and actually received support (M = 3.60). The mean generalized self-efficacy score among the women after pregnancy loss was 30.29. Respondents’ QoL was significantly correlated with multiple social support subscales and self-efficacy (p < 0.05). Conclusions Women after a miscarriage perceive their overall QoL as better than their overall health, while reporting the poorest QoL in the psychological domain. They also have a high level of self-efficacy. Regarding the types of social support, perceived available support, both instrumental and emotional, and actually received support was rated highly. Social support and self-efficacy contributed to better perceived QoL among the respondents. Keywords miscarriage, pregnancy loss, quality of life, social support, general self-efficacy