This experiment assessed pregnancy losses from day 31 of gestation to calving in lactating Holstein cows reared in tropical conditions, and evaluated if serum concentrations of haptoglobin and pregnancy-associated glycoproteins (PAGs) during early gestation differs according to pregnancy losses. Cows (708 primiparous and 844 multiparous) were assigned to an ovulation synchronization + fixed-time artificial insemination (FTAI) protocol (day −11–0 of the experiment). Pregnancy status was verified using transrectal ultrasonography on days 31, 62, 120, and according to calf birth. Blood samples were collected from all cows on day 24, and from cows diagnosed as pregnant on day 31. Pregnancy losses were greater (P < 0.01) from day 31–62 (12.8 %) and day 120 to calving (12.1 %) compared with day 62–120 (6.42 %). Pregnancy losses were greater in multiparous compared with primiparous cows from day 31–62 (17.1 vs. 9.5 %) and from 120 to calving (15.4 vs. 7.7 %). Serum PAGs concentrations on day 31 were less (P ≤ 0.03) in cows that lost the pregnancy from day 31–62 (3.57 ng/mL) and from day 62–120 (4.40 ng/mL) compared to cows that maintained the pregnancy (5.57 and 5.66 ng/mL, respectively). Cows that experienced pregnancy loss from day 31–62 had greater (P = 0.05) serum haptoglobin concentrations on day 24 (0.414 mg/mL) compared with cows that maintained the pregnancy (0.271 mg/mL). Collectively, this experiment provides novel information about pregnancy losses after day 31 of gestation in lactating Holstein cows reared in tropical environments.