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To explore the levels and determinants of loss to follow-up (LTF) under universal lifelong antiretroviral therapy (ART) for pregnant and breastfeeding women (‘Option B+’) in Malawi.We examined retention in care, from the date of ART initiation up to 6 months, for women in the Option B+ program. We analysed nationwide facility-level data on women who started ART at 540 facilities (n = 21 939), as well as individual-level data on patients who started ART at 19 large facilities (n = 11 534).Of the women who started ART under Option B+ (n = 21 939), 17% appeared to be lost to follow-up 6 months after ART initiation. Most losses occurred in the first 3 months of therapy. Option B+ patients who started therapy during pregnancy were five times more likely than women who started ART in WHO stage 3/4 or with a CD4+ cell count 350 cells/μl or less, to never return after their initial clinic visit [odds ratio (OR) 5.0, 95% confidence interval (CI) 4.2–6.1]. Option B+ patients who started therapy while breastfeeding were twice as likely to miss their first follow-up visit (OR 2.2, 95% CI 1.8–2.8). LTF was highest in pregnant Option B+ patients who began ART at large clinics on the day they were diagnosed with HIV. LTF varied considerably between facilities, ranging from 0 to 58%.Decreasing LTF will improve the effectiveness of the Option B+ approach. Tailored interventions, like community or family-based models of care could improve its effectiveness.