Evidence of the relationship between temperature during pregnancy and human embryo mortality is limited. Most importantly, the literature lacks causal estimations and studies on early pregnancy losses. Here, we estimate the impact of early pregnancy temperature exposure on the clinically unobserved pregnancy loss rate. We use administrative data of clinically observed pregnancies from more than three decades for Hungary. We apply an empirical approach that allows us to infer the impact of temperature on the clinically unobserved pregnancy loss rate from the estimated effects on the clinically observed conception rate. The results show that exposure to hot temperatures during the first few weeks after the conception week increases the clinically unobserved pregnancy loss rate, whereas exposure to colder temperatures seems to decrease it. Importantly, the temperature-induced changes represent changes in the total number of pregnancy losses rather than a compositional change between clinically observed and clinically unobserved pregnancy losses.