OBJECTIVE:: Cigarette smoking during pregnancy increases risks of poor pregnancy outcomes including miscarriage and stillbirth (pregnancy loss), but the effect of smoking on pregnancy loss among HIV-infected women has not been explored. Here, investigated the impact of smoking on risk of pregnancy loss among HIV-positive and HIV-negative women, and estimated the potential impact of realistic smoking cessation interventions on risk of pregnancy loss among HIV-positive women. DESIGN:: We analyzed pregnancy outcomes in HIV-positive and HIV-negative participants in the Womenʼs Interagency HIV Study (WIHS) between 1994 and 2014. METHODS:: We estimated effects of current smoking at or immediately before pregnancy on pregnancy loss; we controlled for confounding using regression approaches, and estimated potential impact of realistic smoking cessation interventions using a semi-parametric g-formula approach. RESULTS:: Analysis examined 1033 pregnancies among 659 women. The effect of smoking on pregnancy loss differed dramatically by HIV status: adjusted for confounding, the risk difference comparing current smokers to current non-smokers was 19.2% (95% CL 10.9, 27.5%) in HIV-positive women and 9.7% (95% CL 0.0, 19.4%) in HIV-negative women. These results were robust to sensitivity analyses. We estimated that we would need to offer a realistic smoking cessation intervention to 36 women to prevent one pregnancy loss. CONCLUSIONS:: Smoking is a highly prevalent exposure with important consequences for pregnancy in HIV-positive pregnant women in the United States, even in the presence of potent highly active antiretroviral therapy. This evidence supports greater efforts to promote smoking cessation interventions among HIV-positive women, especially those who desire to become pregnant.