Greater maternal body mass index (BMI) before or during early pregnancy is associated with an increased risk of fetal death, stillbirth, perinatal death, neonatal death, and infant death. This systematic review and meta-analysis of cohort studies was conducted to determine the strength of these associations, the shape of the dose-response relationship, potential confounding, and potential sources of heterogeneity. PubMed and EMBASE databases were searched for cohort studies that reported on maternal BMI before or in early pregnancy and risk of fetal death, miscarriage, stillbirth, and neonatal, perinatal, and infant death. Articles that provided adjusted relative risk (RR) estimates and 95% confidence intervals (CIs) for 3 or more categories of BMI (<18.5 or <20, <25, 30–<35, 35–<40, and 40–<45 kg/m2) were eligible. Summary RRs per 5 BMI units for the association between maternal BMI and fetal and infant death were calculated using the random effects model. Absolute risks were reported per 10,000 pregnancies for BMIs of 20, 25, and 30 kg/m2. Thirty-eight studies were included in the dose-response analysis. Seven studies investigated the association between BMI and fetal death. The summary RR was 1.21 (95% CI, 1.09–1.35). For BMIs of 20, 25, and 30 kg/m2, absolute risks were 76 (reference standard), 82 (95% CI, 76–88), and 102 (95% CI, 93–112), respectively. Five of these studies reported on BMI and miscarriages; the summary RR was 1.16 (95% CI, 1.07–1.26). Eighteen studies investigated BMI and stillbirth; the summary RR was 1.24 (95% CI, 1.18–1.30). For BMIs of 20, 25, and 30 kg/m2, absolute risks were 40 (reference standard), 48 (95% CI, 46–51), and 59 (95% CI, 55–63), respectively. Studies that reported results for antepartum and intrapartum stillbirths had summary RRs of 1.28 (95% CI, 1.15–1.43) and 0.90 (95% CI, 0.76–1.06), respectively. Eleven studies assessed BMI and perinatal death; the summary RR was 1.16 (95% CI, 1.00–1.35). For BMIs of 20, 25, and 30 kg/m2, absolute risks were 66 (reference standard), 73 (95% CI, 67–81), and 86 (95% CI, 76–98), respectively. Twelve studies analyzed BMI and neonatal death; the summary RR was 1.15 (95% CI, 1.07–1.23). For BMIs of 20, 25, and 30 kg/m2, absolute risks were 20 (reference standard), 21 (95% CI, 19–23), and 24 (95% CI, 22–27), respectively. For early and postneonatal deaths, the summary RRs were 1.31 (95% CI, 1.22–1.41) and 1.14 (95% CI, 1.06–1.22). Four studies analyzed maternal BMI and infant death; the summary RR was 1.18 (95% CI, 1.09–1.28). For BMIs of 20, 25, and 30 kg/m2, absolute risks were 33 (reference standard), 37 (95% CI, 34–39), and 43 (95% CI, 40–47), respectively. Even small increases in maternal BMI were associated with increased risks of adverse pregnancy outcomes. Weight management guidelines for women who plan pregnancies should consider these findings to reduce the incidence of adverse outcomes.