Objectives Women have increased risks of severe mental disorders after childbirth and death of a child, but it remains unclear whether this association also applies to fetal loss and, if so, to which extent. We studied the risk of any inpatient or outpatient psychiatric treatment during the time period from 12 months before to 12 months after fetal death.

Design Cohort study using Danish population-based registers.

Setting Denmark.

Participants A total of 1 112 831 women born in Denmark from 1960 to 1995 were included. In total, 87 687cases of fetal death (International Classification of Disease-10 codes for spontaneous abortion or stillbirth) were recorded between 1996 and 2010.

Primary and secondary outcome measures The main outcome measures were incidence rate ratios (risk of first psychiatric inpatient or outpatient treatment).

Results A total of 1379 women had at least one psychiatric episode during follow-up from the year before fetal death to the year after. Within the first few months after the loss, women had an increased risk of psychiatric contact, IRR: 1.51 (95% CI 1.15 to 1.99). In comparison, no increased risk of psychiatric contact was found for the period before fetal death. The risk of experiencing a psychiatric episode was highest for women with a loss occurring after 20 weeks of gestation (12 month probability: 1.95%, 95% CI 1.50 to 2.39).

Conclusions Fetal death was associated with a transient increased risk of experiencing a first-time episode of a psychiatric disorder, primarily adjustment disorders. The risk of psychiatric episodes tended to increase with increasing gestational age at the time of the loss.