Benzodiazepine use in early pregnancy is associated with spontaneous abortion (SA). However, to date, the association between specific benzodiazepine agent exposure and the risk of SA has not been examined. To quantify the risk of SA associated with gestational benzodiazepine incident use by drug class, duration of action, and specific benzodiazepine agent. This nested case-control study within the Quebec Pregnancy Cohort, Montreal, Quebec, Canada, includes all pregnancies covered by the Quebec Prescription Drug Insurance Plan from January 1, 1998, through December 31, 2015. Each case was randomly matched with up to 5 controls. Statistical analysis was performed from January 1, 1998, through December 31, 2015. Benzodiazepine exposure was defined as 1 or more filled prescriptions between the first day of the last menstrual period and the index date (the calendar date of the SA diagnosis). Benzodiazepine exposure was categorized by overall use, long- or short-acting benzodiazepine, and specific benzodiazepine agents. Spontaneous abortion defined as a pregnancy loss between the beginning of the sixth week of gestation and the 19th completed week of gestation. Conditional logistic regression models were used to calculate odds ratios (OR) and 95% CIs. Of the 442 066 pregnancies included in the Quebec Pregnancy Cohort, 27 149 (6.1%) ended with SA, with a mean (SD) maternal age of 24.2 (6.5) years. Among pregnancies ending with SA, 375 (1.4%) were among women exposed to benzodiazepines in early pregnancy compared with 788 (0.6%) of the 134 305 matched control pregnancies (crude OR, 2.39; 95% CI, 2.10-2.73). Adjusting for potential confounders, including maternal mood and anxiety disorders before pregnancy, and compared with nonuse, benzodiazepine exposure in early pregnancy was associated with an increased risk of SA (adjusted OR, 1.85; 95% CI, 1.61-2.12). The risk was similar among pregnancies exposed to short-acting (284 exposed cases; adjusted OR, 1.81; 95% CI, 1.55-2.12) and long-acting (98 exposed cases; adjusted OR, 1.73; 95% CI, 1.31-2.28) benzodiazepines during early pregnancy. All benzodiazepine agents were independently associated with an increased risk of SA (range of adjusted ORs, 1.13-3.43). An increased risk of SA was observed among early pregnancies with incident exposure to short- and long-acting benzodiazepines and all specific benzodiazepine agents during early pregnancy. Insomnia, anxiety, and mood disorders are prevalent during pregnancy; clinicians should carefully evaluate the risk-benefit ratio of prescribing benzodiazepines in early pregnancy since alternative nonpharmacologic treatments exist.