While a similar process is taking place in Scotland, "less is happening in Wales."
The comments were made in a programme made for ITV Tonight by ITV Wales presenter Andrea Byrne - who opens up about her own experience of miscarriage, with the aim of helping break down the stigma that still surrounds it.
With healthcare a devolved issue, it is up to the Welsh Government how it prioritises funding.
Kath Abrahams, chief executive of Tommy's, said: "My hope would be that seeing the pregnancy loss review would sort of spur the Welsh and Northern Ireland administrations to look at what more could be done."
Although no data is currently collected, it is estimated one in five pregnancies end in miscarriage, where the baby is lost in the first 23 weeks.
Tommy's wants to see that data collected. Ms Abrahams said: "It is really hard [to get accurate figures], but we don't think it's good enough to say simply that it's too hard to gather the data. We have to find a way there."
The charity said part of the challenge is women not going to see a healthcare professional after their first miscarriage. Instead, women have to wait until they have suffered three miscarriages to be referred for help.
Although new recommendations in England would improve the help women can receive across the border after three miscarriages, Tommy's chief executive maintains: "We are still very clear that you shouldn't have to wait for three miscarriages before you get support."
Ms Abrahams added: "You wouldn't have to wait for three heart attacks to get help."
Tommy's is running a pilot in Birmingham "looking at a graded model of miscarriage care," where women get medical support after their first pregnancy loss. It is something the UK Government is looking at as a possible way forward and will review at the end of the year.
There are also significant disparities in the number of miscarriages suffered by women from ethnic minorities, with black women at more than a 40% increased risk compared to white women.
Ms Abrahams said that while the issue is possibly partly down to health conditions which are more prevalent in some communities, "there's inequity in the system and there's systemic racism as well."
Asked to summarise the standard of aftercare following a miscarriage, Ms Abrahams said the situation "is just not good enough" and "a bit of a postcode lottery" across the UK.
In response, a Welsh Government spokesperson said: "Loss at any stage of pregnancy is devastating and we are committed to ensuring every family who experiences a miscarriage is appropriately and compassionately supported."
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