It has been reported that foetal death follows a seasonal pattern. Influenza virus infection has been postulated as one possible contributor to this seasonal variation. This ecological study explored the temporal association between the influenza activity and the frequency of foetal death. Time series analysis was conducted using weekly influenza-like illness consultation proportions from the Danish sentinel surveillance system and weekly proportions of spontaneous abortions and stillbirths from hospital registers from 1994 to 2009. The association was examined in an autoregressive (AR) integrated (I) moving average (MA) model and subsequently analysed with cross-correlation functions. Our findings confirmed the well-known seasonality in influenza, but also seasonality in spontaneous abortion. No clear pattern of seasonality was found for stillbirths, although the analysis exposed dependency between observations. One final AR integrated MA model was identified for the influenza-like illness (ILI) series. We found no statistically significant relationship between weekly influenza-like illness consultation proportions and weekly spontaneous abortion proportions (five lags: P = 0.52; 11 lags: P = 0.91) or weekly stillbirths (five lags: P = 0.93; 11 lags: P = 0.40). Exposure to circulating influenza during pregnancy was not associated with rates of spontaneous abortions or stillbirths. Seasonal variations in spontaneous abortion were confirmed and this phenomenon needs further investigation.