The purpose of this study was to investigate ethnic disparity in stillbirth, infant mortality and cause-specific infant mortality in Denmark during 1981-2003. From population-covering registries, births from the five largest ethnic minority groups and the Danish majority were identified. Mortality rates and relative risks were calculated for stillbirth and infant mortality. Some ethnic minority groups had increased mortality when compared to majority population. Socioeconomic position did not seem to explain the difference.