The objective of this study was to determine how changes in pre-pregnancy contraceptive methods used between 2011 and 2017/18 contributed to the changes in pregnancy resulting from contraceptive methods failure in Bangladesh. We used 2011 and 2017/18 Bangladesh Demographic and Health Survey data. Pre-pregnancy contraceptive methods failure was our outcome of interest, which was determined using women’s response about whether they became pregnant while using contraceptives before the most recent pregnancy. The year of the survey was the main explanatory variable. Descriptive statistics were used to describe the characteristics of the respondents. The difference in contraceptive methods failure across the socio-demographic characteristics was assessed by Chi-squared test. Multilevel poison regressions were used to determine the changes in the prevalence ratio of contraceptive methods failure across the survey years. Contraceptive methods failure rate increased between the surveys, from 22.8% in 2011 to 27.3% in 2017/18. Also, male condom use increased by 2.8%, while withdrawal/periodic abstinence and/or other methods decreased by 2.9%. The failure rates in these two categories of contraceptive methods increased substantially by 4.0% and 9.0%, respectively. Compared to the 2011 survey, the prevalence ratio (PR) of contraceptive methods failure was 20% (PR 1.2, 95% CI 1.1–1.3) high in the 2017/18 survey. This PR declined 13% (PR 1.1, 95% CI 1.04–1.2) once the model was adjusted for women’s and their partner’s characteristics along with the last contraceptives used. This study provides evidence of increasing rates of pregnancy due to contraceptive failure in Bangladesh. Given that this type of pregnancy is known to cause adverse pregnancy outcomes, including abortion, pregnancy complications, maternal and early child morbidity and mortality, policy and programs are needed to reduce its prevalence. Effective coordination between the contraception providers at the healthcare facilities and the households and a proactive role of family planning workers to make couples aware of the effective use of contraceptives are recommended.