Pregnancy and pregnancy loss may be associated with increased risk of diabetes in later life. However, the evidence is inconsistent and sparse, especially among East Asians where reproductive patterns differ importantly from those in the West. We examined the associations of pregnancy and pregnancy loss (miscarriage, induced abortion, and still birth) with the risk of incident diabetes in later life among Chinese women. In 2004–2008, the nationwide China Kadoorie Biobank recruited 302 669 women aged 30–79 years from 10 (5 urban, 5 rural) diverse localities. During 9.2 years of follow-up, 7780 incident cases of diabetes were recorded among 273,383 women without prior diabetes and cardiovascular disease at baseline. Cox regression yielded multiple-adjusted hazard ratios (HRs) for the risk of diabetes associated with pregnancy and pregnancy loss. Overall, 99% of women had been pregnant, of whom 10%, 53%, and 6% reported having a history of miscarriage, induced abortion, and stillbirth, respectively. Among ever pregnant women, each additional pregnancy was associated with an adjusted HR of 1.04 (95% CI 1.03; 1.06) for diabetes. Compared with those without pregnancy loss, women with a history of pregnancy loss had an adjusted HR of 1.07 (1.02; 1.13) and the HRs increased with increasing number of pregnancy losses, irrespective of the number of livebirths; the adjusted HR was 1.03 (1.00; 1.05) for each additional pregnancy loss. The strength of the relationships differed marginally by type of pregnancy loss. Among Chinese women, a higher number of pregnancies and pregnancy losses were associated with a greater risk of diabetes.