Introduction Factors associated with losses in the latent tuberculosis infection (LTBI) cascade of care in contacts of patients with tuberculosis (TB) were investigated in a multicentre prospective cohort from highly endemic regions in Brazil. Methods Close contacts of 1187 patients with culture-confirmed pulmonary TB were prospectively studied between 2015 and 2019, with follow-up of 6-24 months. Data on TB screening by clinical investigation, radiographic examination and interferon-gamma release assay (IGRA) were collected. Multivariable regressions were used to identify determinants of losses in the LTBI cascade. Results Among 4145 TB contacts initially identified, 1901 were examined (54% loss). Among those examined, 933 were people living with HIV, ≤5 years old and/or had positive IGRA results, and therefore had a recommendation to start TB preventive treatment (TPT). Of those, 454 (23%) initiated treatment, and 247 (54% of those initiating; 26% of those in whom treatment was recommended) completed TPT. Multivariable regression analysis revealed that living with HIV, illiteracy and black/pardo (brown) race were independently associated with losses in the cascade. Conclusion There were losses at all LTBI cascade stages, but particularly at the initial screening and examination steps. Close contacts of low socioeconomic status and living with HIV were at heightened risk of not completing the LTBI cascade of care in Brazil.