Spontaneous abortion (SAB), defined as a pregnancy loss before 20 weeks of gestation, affects up to 30% of conceptions, yet few modifiable risk factors have been identified. We estimated the effect of ambient air pollution exposure on SAB incidence in Pregnancy Study Online (PRESTO), a preconception cohort study of North American couples who were trying to conceive. Participants completed questionnaires at baseline, every 8 weeks during preconception follow-up, and in early and late pregnancy. We analyzed data on 4643 United States (U.S.) participants and 851 Canadian participants who enrolled during 2013-2019 and conceived during 12 months of follow-up. We used country-specific national spatiotemporal models to estimate concentrations of particulate matter <2.5 μm (PM2.5), nitrogen dioxide (NO2), and ozone (O3) during the preconception and prenatal periods at each participant's residential address. On follow-up and pregnancy questionnaires, participants reported information on pregnancy status, including SAB incidence and timing. We fit Cox proportional hazards regression models with gestational weeks as the time scale to estimate hazard ratios (HRs) and 95% confidence intervals (CIs) for the association of time-varying prenatal concentrations of PM2.5, NO2, and O3 with rate of SAB, adjusting for individual- and neighborhood-level factors. Nineteen percent of pregnancies ended in SAB. Greater PM2.5 concentrations were associated with a higher incidence of SAB in Canada, but not in the U.S. (HRs for a 5 μg/m3 increase = 1.29, 95% CI: 0.99, 1.68 and 0.94, 95% CI: 0.83, 1.08, respectively). NO2 and O3 concentrations were not appreciably associated with SAB incidence. Results did not vary substantially by gestational weeks or season at risk. In summary, we found little evidence for an effect of residential ambient PM2.5, NO2, and O3 concentrations on SAB incidence in the U.S., but a moderate positive association of PM2.5 with SAB incidence in Canada.