It is generally accepted that natural human embryo mortality during pregnancy is high – losses of 70% and higher from fertilisation to birth are frequently claimed. The first external sign of pregnancy occurs two weeks after fertilisation with a missed menstrual period. Establishing the fate of embryos before this is challenging, and hampered by a lack of data on the efficiency of fertilisation under natural conditions. Four distinct sources are cited to justify quantitative claims regarding embryo loss: (i) a hypothesis published by Roberts & Lowe in The Lancet is widely cited but has no quantitative value; (ii) life table analyses give consistent assessments of clinical pregnancy loss, but cannot illuminate losses at earlier stages of development; (iii) studies that measure human chorionic gonadotrophin (hCG) reveal losses in the second week of development and beyond, but not before; and (iv) the classic studies of Hertig and Rock offer the only direct insight into the fate of human embryos from fertilisation under natural conditions. Re-examination of Hertig’s data demonstrates that his estimates for fertilisation rate and early embryo loss are highly imprecise and casts doubt on the validity of his numerical analysis. A recent re-analysis of hCG study data suggests that approximately 40-60% of embryos may be lost between fertilisation and birth, although this will vary substantially between individual women. In conclusion, it is clear that some published estimates of natural embryo mortality are exaggerated. Although available data do not provide a precise estimate, natural human embryo mortality is lower than is often claimed.