This paper examines ethnic differences in the attainment of developmental milestones during infancy and possible explanations for observed differences are investigated. Data from the first survey of the Millennium Cohort Study (n=15 994; 8212 males, 7782 females; mean age 9.2mo [SD 0.5]) were examined. We found that Black Caribbean (odds ratio [OR]=0.23, 95% confidence interval [CI]=0.11–0.48), Black African (OR 0.31, 95% CI 0.18–0.55), and Indian (OR 0.55, 95% CI 0.33–0.93) infants were less likely to show delay in the attainment of gross motor milestones compared with White infants after adjustment for a range of explanatory variables. Pakistani and Bangladeshi infants were more likely to have delays in fine motor development (OR 1.69, 95% CI 1.21–2.35 and OR 2.17, 95% CI 1.17–4.02 respectively) and communicative gestures (OR 4.19, 95% CI 1.47–11.94 and OR 7.64, 95% CI 3.96–14.76 respectively), but these differences were explained by socioeconomic factors and markers of cultural tradition. In conclusion, unexplained ethnic differences were seen in the attainment of gross motor milestones, with Indian, Black Caribbean, and Black African children less likely to be delayed (in adjusted models). Increased likelihood of fine motor and communicative gesture delays among Pakistani and Bangladeshi infants, that disappear when socioeconomic factors are taken into account, point to the need to address deprivation among these groups to reduce the likelihood of developmental delay and possible longer term behavioural and cognitive problems and consequent opportunities throughout life.