Fetus death risk reduction is included in the United Nations Sustainable Development Goals. However, little is known about how missed abortion in the first trimester (MAFT) is related to maternal air pollution exposure. We quantify the link between air pollution exposure and MAFT in Beijing, China, a region with severe MAFT and air quality problems. We analyse the records of 255,668 pregnant women from 2009 to 2017 and contrast them with maternal exposure to air pollutants (particulate matter PM_2.5, SO₂, O₃ and CO). We adjust for confounding factors such as sociodemographic characteristics, spatial autocorrelation and ambient temperature. We find that, for all four pollutants, an increased risk of MAFT is associated with rises in pollutant concentrations and the adjusted odds ratios (ORs) of these associations increase with higher concentrations. For example, the adjusted OR of MAFT risk for a 10.0 μg m⁻³ increase in SO₂ exposure is between 1.29 and 1.41 at concentrations of 7.1–19.5 μg m⁻³; it drops to 1.17 below this range and rises to 1.52 above it at higher SO₂ concentrations. This means that the risk increase is not linear but becomes more severe the higher the pollutant concentration. The findings provide evidence linking fetus disease burden and maternal air pollution exposure.