Loss to follow-up (LFU) of ≥2 consecutive months contributes to the poor levels of treatment success in multidrug-resistant tuberculosis (MDR-TB) reported by TB programmes. We explored the timing of when LFU occurs by month of MDR-TB treatment and identified patient-level risk factors associated with LFU.We analysed a dataset of individual MDR-TB patient data (4099 patients from 22 countries). We used Kaplan-Meier survival curves to plot time to LFU and a Cox proportional hazards model to explore the association of potential risk factors with LFU.Around one-sixth (n=702) of patients were recorded as LFU. Median (interquartile range) time to LFU was 7 (3-11) months. The majority of LFU occurred in the initial phase of treatment (75% in the first 11 months). Major risk factors associated with LFU were: age 36-50 years (HR 1.3, 95% CI 1.0-1.6; p=0.04) compared with age 0-25 years, being HIV positive (HR 1.8, 95% CI 1.2-2.7; p<0.01) compared with HIV negative, on an individualised treatment regimen (HR 0.7, 95% CI 0.6-1.0; p=0.03) compared with a standardised regimen and a recorded serious adverse event (HR 0.5, 95% CI 0.4-0.6; p<0.01) compared with no serious adverse event.Both patient- and regimen-related factors were associated with LFU, which may guide interventions to improve treatment adherence, particularly in the first 11 months.