Diphtheria-tetanus-pertussis (DTP) vaccine may be associated with excess female deaths. There are few studies of possible nonspecific effects of the DTP-containing vaccine Penta (DTP-hepatitis B-Haemophilus influenzae type b). We therefore investigated whether Penta vaccinations were associated with excess female deaths in rural Bangladesh. Between June 29, 2011 and April 20, 2016, we examined the mortality rates of 7644 children followed between 6 weeks and 9 months of age. We analyzed mortality using crude mortality rate ratio (MRR) and age-adjusted MRR (aMRR) from a Cox proportional hazards model. Mortality was analyzed according to sex, number of doses of Penta, and the order in which BCG and Penta were administered. During follow-up, 43 children died. For children who were only BCG vaccinated (BCG-only), the adjusted F/M MRR was 0.47 (0.09–2.48). However, among children who had Penta as their most recent vaccination, the adjusted F/M MRR was 9.91 (1.16–84.44). Hence, the adjusted F/M MRR differed significantly for BCG-only and for Penta as the most recent administered vaccination. Although the mortality rate was low in rural Bangladesh, there was a marked difference between adjusted F/M MRR’s for children vaccinated with BCG-only compared with children where Penta was the most recent administered vaccination. Although usually ascribed to differential treatment and access to care, DTP-containing vaccines may be part of the explanation for the excessive female mortality reported in some regions.