The objective of the study was to investigate an association between TA and the woman’s subsequent increased risk of cancer. We conducted a nationwide cohort study of 105,277 women with a first-time threatened abortion (TA) diagnosis in Denmark (1978-2013) with up to 33 years of follow-up. We used indirectly-standardized incidence ratios (SIRs) with 95% confidence intervals (CIs) calculated by dividing the observed by the expected number of cases to estimate the association between TA and cancer. During the follow-up, 6571 women with TA had a cancer diagnosis. The SIR for any cancer in women with TA was 1.01 (95% CI: 0.98–1.03). TA diagnosis did not increase risk of any cancer at 6 months, 12 months or more than 12 months of follow-up. TA was not associated with an increased risk of cancer of breast, uterine cervix, ovary or uterus. In conclusion, having a TA diagnosis did not increase risk of any or site-specific cancers when compared with women from the general population.