Mental distress has often been suggested as a cause of unexplained infertility. However, the causal direction may well be from infertility to distress, and prospective data are needed. We therefore followed 393 couples, who were planning their first pregnancy, with prospective collection of information on distress from termination of birth control until pregnancy for a maximum of six menstrual cycles. The analyses included 1,475 menstrual cycles, and mental distress was measured in each cycle by the General Health Questionnaire (GHQ). Urine samples from each period of vaginal bleeding were analyzed for human chorionic gonadotrophic hormone, indicating early embryonal loss. We found that for cycles with the highest distress score (GHQ score above the 80 percentile) the probability of conception per cycle was 12.8% compared to 16.5% in other cycles (adjusted OR 0.6; 95% CI 0.4-1.0). The effect of distress was almost exclusively found among women with long menstrual cycles (OR 0.1; 95% CI 0.01-0.4 and OR 0.9; 0.5-1.4 for women with cycles > or = 35 and < 35 days, respectively). An increased incidence of early embryonal loss was also found among highly distressed women with long cycles, but was based on a small number of observations. It is concluded that psychological distress may be a risk factor for reduced fertility in women with long menstrual cycles.