Hepatitis E virus (HEV) causes adverse clinical outcomes in pregnant women, but the underlying mechanisms remain poorly understood. To delineate the mechanisms of pregnancy-associated adverse effects during HEV infection, we utilized a genotype 3 HEV from rabbit (HEV-3ra) and its cognate host (rabbits) to systematically investigate the clinical consequences, viral replication dynamics, and host immune and hormonal responses of HEV infection during pregnancy. We found a significant fetal loss of 23% in HEV-infected pregnant rabbits, indicating an early-stage miscarriage. HEV infection in pregnant rabbits was characterized by higher viral loads in feces, intestinal contents, liver, and spleen tissues, as well as a longer and earlier onset of viremia than in infected nonpregnant rabbits. HEV infection altered the pattern of cytokine gene expressions in the liver of pregnant rabbits and caused a transient increase of serum interferon gamma (IFN-γ) shortly after a notable increase in viral replication, which may contribute to early fetal loss. Histological lesions in the spleen were more pronounced in infected pregnant rabbits, although moderate liver lesions were seen in both infected pregnant and nonpregnant rabbits. Total bilirubin was elevated in infected pregnant rabbits. The serum levels of estradiol (E2) in HEV-infected pregnant rabbits were significantly higher than those in mock-infected pregnant rabbits at 14 days postinoculation (dpi) and correlated positively with higher viral loads in feces, liver, and spleen tissues at 28 dpi, suggesting that it may play a role in extrahepatic virus dissemination. The results have important implications for understanding the severe diseases associated with HEV infection during pregnancy. IMPORTANCE HEV causes adverse pregnancy outcomes, with a mortality rate of >30% in pregnant women, but the underlying mechanisms are poorly understood. In this study, we utilized HEV-3ra and its cognate host (pregnant rabbit) to delineate the potential underlying mechanisms of pregnancy-associated adverse outcomes during HEV infection. We found that infected pregnant rabbits had a fetal loss of 23%, which coincided with enhanced viral replication and an elevated systemic IFN-γ response, followed by longer viremia duration and extrahepatic viral dissemination. Estradiol levels were increased in infected pregnant rabbits and correlated positively with higher fecal viral shedding and higher viral loads in liver and spleen tissues. Infected pregnant rabbits had more pronounced splenic lesions, higher serum total bilirubin, and an altered cytokine gene expression profile in the liver. The results will contribute to our understanding of the mechanisms of HEV-associated adverse pregnancy outcomes.