Pregnancy loss during the late embryonic and early fetal periods influences dairy herd economy. The objectives of this study were to (1) investigate the effects of a single or double GnRH dose administered at the time of pregnancy diagnosis (28–34 days post-AI) on the pregnancy survival of cows in their third lactation or further carrying live singletons or unilateral twins, and (2) examine the impacts of GnRH treatment on subsequent twin reduction in twin pregnancies. Cows carrying singletons (n = 1,054) or unilateral twins (n = 379) were assigned at the time of pregnancy diagnosis to the following groups: control (no treatment), GnRH (100 μg GnRH), and 2GnRH (200 μg GnRH). Pregnancy loss was recorded in 180 of the 1,433 cows (12.6%) at 58–64 days post-AI. Based on the odds ratios, there was a significant (P < 0.0001) interaction between the treatment group and twin pregnancy. This interaction implies that control cows carrying twins were 3.2 times more likely to suffer pregnancy loss than the other cows, whereas the GnRH and 2GnRH treatment groups cows carrying singletons or twins had pregnancy loss rates similar to the control cows carrying singletons. Twin reduction was observed in 35 twin pregnancies (9.2%). Cows in the GnRH and 2 GnRH groups were seven times more likely to show twin reduction than control cows. Our results indicate that GnRH administered at the time of pregnancy diagnosis had no beneficial effects in cows carrying singletons. In contrast, for twin pregnancies, the treatment increased the rate of pregnancy survival and was accompanied by an increase in the twin reduction rate.