Pregnancy Loss and Women's Mental Health in Zambia: A Cross‐Sectional Population‐Based and Spatial Analysis Using 2023–2024 Zambia Demographic and Health Survey Data

ABSTRACT Background and Aims Pregnancy loss is a significant event for reproductive‐age women (15–49 years). However, limited evidence exists on the association between pregnancy loss and adverse mental health symptoms among women in Zambia. This study aims to examine the association between pregnancy loss and mental health symptoms, and to assess regional inequalities across provinces to inform public health interventions. Methods This study used a cross‐sectional design and included 13,951 reproductive‐age women (15–49 years) from the recent nationally representative Zambia Demographic and Health Survey (ZDHS) 2023–2024. The outcome variables, such as symptoms of anxiety and depression, were evaluated using the Generalized Anxiety Disorder‐7 (GAD‐7) and the Patient Health Questionnaire‐9 (PHQ‐9) scales. Stepwise survey‐weighted multivariable logistic regression was conducted to assess the association, and results were reported with adjusted odds ratios (AOR) with 95% confidence intervals (CIs). Descriptive spatial analyses were conducted to assess geographic inequalities across provinces. Results Among all women, 10% experienced one pregnancy loss and 2.6% experienced two or more pregnancy losses. Overall, 1.3% experienced symptoms of anxiety and 1.6% experienced symptoms of depression. Women with two or more pregnancy losses had significantly higher odds of developing anxiety (AOR = 1.65; 95% CI:1.23–2.21) and depression (AOR = 1.62; 95% CI: 1.18–2.22). Descriptive spatial analysis revealed notable context‐specific regional disparities, with Lusaka, Central, and Eastern provinces having higher proportions of pregnancy loss. Conclusion Pregnancy loss is associated with higher odds of developing symptoms of anxiety and depression among Zambian women, particularly for those with multiple pregnancy losses. The spatial findings highlight the need for targeted mental health support for reproductive‐age women, particularly in high‐burden regions.