Purpose: The present study aimed to investigate the relationship between depression and sexual function in women with recurrent pregnancy loss. Methods: In a cross-sectional correlational study, 130 consecutive patients with history of recurrent pregnancy loss were included who referred to Avicenna Fertility Center in Tehran, Iran during November 2018-February 2019. The outcomes were sexual dysfunction (Assessed with the Female Sexual Function Index) and depression (Evaluated with the Beck's Depression Inventory). The study data were analyzed by using Mann-Whitney and Kruskal-Wallis tests. Results: The study findings revealed that 40.8% of the participants suffered from some degrees of depression. The data analysis revealed that depression had a significant inverse correlation with sexual function and its domains (r = - 0.392, p < 0.001, R2= 0.15). The spouse' education level and economic status demonstrated a significant relationship with women's sexual function (p = 0.01, p = 0.033). A significant relationship was also detected between women's depression and economic status (p = 0.028). Conclusions: The study findings showed that women with RPL who had severe depression indicated lower score of sexual function. Since psychological and sexual problems are not reported to health care providers due to giving priority to fertility issues or considering such issues as taboos, the assessment of sexual and mental health needs to be part of the consultation in women with history of RPL, whether the patient seeks help for depression and sexual dysfunction or not.