The risk was greatest among the most obese women, the authors write in The Journal of the American Medical Association.
"The main message of the study is that maternal overweight and obesity increases the risk of fetal death, stillbirth and infant death," said Dagfinn Aune, the study's lead author, from Imperial College London.
"Since excess weight is a potentially modifiable risk factor, further studies should assess whether lifestyle and weight changes modifies the risk of fetal and infant death," he told Reuters Health in an email.
Stillbirths, when a child dies in the womb toward the end of pregnancy, account for a large part of the estimated 3.6 million neonatal deaths that occur each year, the researchers point out.
Previous studies have linked women's weight during pregnancy to the risk of their children dying in the womb or shortly after delivery due to complications. Some could not show their findings were not due to chance, however.
For the new study, the researchers pulled together data from 38 studies. Together, these included over 45,000 accounts of child deaths that occurred shortly before or after delivery, although a few studies counted deaths up to one year after birth.
According to the U.S. National Institutes of Health, a person of normal weight would have a body mass index (BMI) - which is a measure of weight in relation to height - between 18.5 and 24.9.
An adult who is 120 pounds and five feet, five inches tall, for example, would have a BMI of 20.
A BMI between 25 and 29.9 is considered overweight, and a score of 30 or above is considered obese.