Loss to follow-up (LTFU) within cervical screening programmes can result in missed clinically relevant lesions, potentially reducing programme effectiveness. To examine the health impact of losing women during the screening process, we determined the proportion of women LTFU per step of the Dutch hrHPV-based screening programme. We then determined the probability of being LTFU by age, screening history and sampling method (self- or clinician-sampled) using logistic regression analysis. Finally, we estimated the number of missed CIN2+/3+ lesions per LTFU moment by using the CIN-risk in women compliant with follow-up. Data from the Dutch nationwide pathology databank (Palga) was used. Women eligible for screening in 2017 and 2018 were included (N = 840,428). For clinician collected (CC) samples, the highest proportion LTFU was found following ‘referral advice for colposcopy’ (5.5% after indirect referral; 3.8% after direct referral). For self-sampling, the highest proportions LTFU were found following the advice for repeat cytology (13.6%) and after referral advice for colposcopy (8.2% after indirect referral; 4.3% after direct referral). Self-sampling users and women with no screening history had a higher LTFU-risk (OR: 3.87, CI: 3.55–4.23; OR: 1.39, CI: 1.20–1.61) compared to women that used CC sampling and women that have been screened before, respectively. Of all women LTFU in 2017/18, the total number of potentially missed CIN2+ was 844 (21% of women LTFU). Most lesions were missed after ‘direct referral for colposcopy’ (N = 462, 11.5% of women LTFU). So, this indicates a gap between the screening programme and clinical care which requires further attention, by improving monitoring of patients after referral.