In reproduction, inflammatory processes play important roles in the development of many pregnancy complications such as preterm labor/birth, recurrent pregnancy loss, recurrent implantation failure, and preeclampsia. Inflammation can be initiated by both microbial and non-microbial causes. Bacterial infection in the feto-maternal interface and uterus can provoke preterm labor/birth, miscarriage, and chronic endometritis. By contrast, inflammation without infection, or 'sterile inflammation,' can also lead to many kinds of complications, such as preterm labor/birth, miscarriage, or preeclampsia. Aberrant inflammation is facilitated by immune cells such as macrophages, dendritic cells, natural killer cells, and invariant natural killer T cells. In addition, cytokines, chemokines, and several kinds of inflammatory mediators are involved. On the other hand, appropriate inflammation is required for a successful offspring during the progression of the entire pregnancy. Herein, we discuss the relation between pregnancy and inflammation with immunological alterations. Understanding the role of inflammation in complications during pregnancy may establish new perspectives of the progress of normal pregnancy as well as treatments during pregnancy complications.