Early pregnancy failure and ectopic pregnancy are common clinical diagnoses for which ultrasound can provide useful information. This review explores the use of ultrasound to diagnose early pregnancy failure and ectopic pregnancy. By documenting the developmental milestones of early normal pregnancy using ultrasound, clinicians can distinguish normal from abnormal intrauterine pregnancies. An early pregnancy failure can be diagnosed by the absence of a visible yolk sac with a mean sac diameter of 13 mm; the absence of a visible embryo with a mean sac diameter of 20 [corrected] mm; the absence of cardiac motion with an embryo measuring 5 mm or more in maximal length; or the presence of an empty amnion. In most settings, documentation of a normal intrauterine pregnancy effectively eliminates the possibility of ectopic pregnancy. The presence of an adnexal mass in the absence of an intrauterine gestational sac may indicate an ectopic pregnancy.