Early pregnancy loss is a primary cause of low reproductive rates in dairy cows, posing severe economic losses to dairy farming. The accurate diagnosis of dairy cows with early pregnancy loss allows for oestrus synchronization, shortening day open, and increasing the overall conception rate of the herd. Several techniques are available for detecting early pregnancy loss in dairy cows, including rectal ultrasound, circulating blood progesterone, and pregnancy-associated glycoproteins (PAGs). Yet, there is a need to improve on existing techniques and develop novel strategies to identify cows with early pregnancy loss accurately. This manuscript reviews the applications of rectal ultrasound, circulating blood progesterone concentration, and PAGs in the diagnosis of pregnancy loss in dairy cows. The manuscript also discusses the recent progress of new technologies, including colour Doppler ultrasound (CDUS), interferon tau-induced genes (ISGs), and exosomal miRNA in diagnosing pregnancy loss in dairy cows. This study will provide an option for producers to re-breed cows with pregnancy loss, thereby reducing the calving interval and economic costs. Meanwhile, this manuscript might also act as a reference for exploring more economical and precise diagnostic technologies for early pregnancy loss in dairy cows.