Objective To identify maternal and antenatal factors associated with stillbirths and neonatal deaths in rural Bangladesh. Study Design A prospective cohort study is being conducted to evaluate a maternal and child nutrition program in rural Bangladesh. Cases were all stillbirths and neonatal deaths that occurred in the cohort between March 7, 2011 and December 30, 2011. Verbal autopsies were used to determine cause of death. For each case, four controls were randomly selected from cohort members alive at age 3-months. Multivariable logistic regression was used to identify factors associated with these deaths. Results Overall, 112 adverse pregnancy outcomes (44 stillbirths, 19/1,000 births; 68 neonatal deaths, 29/1,000 live births) were reported. Of the stillbirths 25 (56.8%) were fresh. The main causes of neonatal death were birth asphyxia (35%), sepsis (28%) and preterm birth (19%). History of bleeding during pregnancy was the strongest risk factor for stillbirths (adjusted odds ratio 22.4 [95% confidence interval 2.5, 197.5]) and neonatal deaths (adjusted odds ratio 19.6 [95% confidence interval 2.1, 178.8]). Adequate maternal nutrition was associated with decreased risk of neonatal death (adjusted odds ratio 0.4 [95% confidence interval 0.2, 0.8]). Conclusions Identifying high-risk pregnancies during gestation and ensuring adequate antenatal and obstetric care needs to be a priority for any community-based maternal and child health program in similar settings.