This study identified the influences of maternal socio-demographic and antenatal factors on stillbirths and neonatal deaths in New South Wales, Australia. Bivariate and multivariate analyses were used to explore the association of selected antenatal and maternal characteristics with stillbirths and neonatal deaths. The findings of this study showed that stillbirths and neonatal deaths significantly varied by infant sex, maternal age, Aboriginality, maternal country of birth, socioeconomic status, parity, maternal smoking behaviour during pregnancy, maternal diabetes mellitus, maternal hypertension, antenatal care, plurality of birth, low birth weight, place of birth, delivery type, maternal deaths and small gestational age. First-born infants, twins and infants born to teenage mothers, Aboriginal mothers, those who smoked during the pregnancy and those of lower socioeconomic status were at increased risk of stillbirths and neonatal deaths. The most common causes of stillbirths were conditions originating in the perinatal period: intrauterine hypoxia and asphyxia. Congenital malformations, including deformities and chromosomal abnormalities, and disorders related to slow fetal growth, short gestation and low birth weight were the most common causes of neonatal deaths. The findings indicate that very low birth weight (less than 2000 g) contributed 75·6% of the population-attributable risks to stillbirths and 59·4% to neonatal deaths. Low gestational age (less than 32 weeks) accounted for 77·7% of stillbirths and 87·9% of neonatal deaths. The findings of this study suggest that in order to reduce stillbirths and neonatal deaths, it is essential to include strategies to predict and prevent prematurity and low birth weight, and that there is a need to focus on anti-smoking campaigns during pregnancy, optimizing antenatal care and other healthcare programmes targeted at the socially disadvantaged populations identified in this study.