Early pregnancy loss (EPL) is a relatively common pathology of which almost 50% of cases remain idiopathic. In the search for novel biomarkers, differential scanning calorimetry (DSC) is intensively used to characterize the thermodynamic behavior of blood plasma/serum proteome in health and disease. Herein, for the first time, we investigate the DSC denaturation profiles of blood plasma derived from patients suffering EPL compared to healthy pregnant and non-pregnant women. Data analysis reveals that 58% of the EPL thermograms differ significantly from those of healthy pregnant women. Thermal stabilization of a fraction of albumin-assigned transition with concomitant suppression of the major and enhancement of the globulin-assigned transition are characteristic features of EPL calorimetric profiles that could be used as a new indicator of a risk pregnancy. The presented results suggest an altered composition or intermolecular interactions of the plasma proteome of women with EPL. In addition, the alterations of the EPL thermograms correlate with the increased blood levels of tumor necrosis factor-α (TNF-α) and interleukin-6 (IL-6) and a higher prevalence of the polymorphism in the plasminogen activator inhibitor type-1 (PAI-1) gene, suggesting an expression of an overall enhanced immune response. The concomitant changes in plasma thermograms confirm the potential of the DSC approach for distinguishing changes in the pathological state of the blood plasma proteome.