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Background In 2013, the World Health Organisation (WHO) recommended Option B+ as a strategy to prevent mother-to-child transmission (PMTCT) of HIV. In option B+ , lifelong antiretroviral therapy (ART) is offered to all HIV positive pregnant and breastfeeding women to reduce MTCT rate to less than or equal to 5%. Its success depends on retaining women on ART during pregnancy, delivery and breast-feeding period. There is limited data on early retention on ART among pregnant women in Zimbabwe. We therefore assessed early retention among women on Option B + from antenatal care (ANC) until 6 months post ANC booking and at delivery in Bulawayo city and Mazowe rural district of Zimbabwe. Methods We collected data for pregnant women booking for ANC between January and March 2018, comparing early retention among ART naïve women and those already on ART. The two cohorts were followed up for 6 months post ANC booking, and this was done in two districts. Data were collected from routine tools used at facility level which include ANC, delivery and ART registers. The Kaplan-Meier survival analysis was used to estimate retention probabilities at 1, 3 and 6 months post-delivery and for retention at delivery proportions were used. Poisson regression was used to investigate factors associated with non-retention at 6 months post ANC booking. Results A total of 388 women were included in the study with median age of 29 years (IQR: 25–34). Two-thirds booked in their second trimester. Retention at 3 and 6 months post ANC booking was 84% (95% CI 80–88) and 73% (95% CI 69–78) respectively. At delivery 81% (95% CI 76–84) were retained in care, 18% lost-to-follow-up and 1% transferred out. In this study we did not find marital status, gestation age, facility location, ART status at ANC booking, to be associated with loss to follow-up. Conclusion In this study, we found low retention at 3, 6 months and delivery, a threat to elimination of Mother-to-child Transmission of HIV in Zimbabwe. Our findings emphasize the need for enhanced interventions to improve early retention such as post-test counselling, patient tracing and visit reminders.