Stillbirth (SBR), perinatal (PMR), neonatal (NMR) and infant mortality rates (IMR) are declining in Brazil and the factors associated with these falls are still being investigated. The objective of the present study was to assess changes in SBR, PMR, NMR and IMR over time and to determine the factors associated with changes in NMR and IMR in eight Brazilian cohorts. All cohorts are population-based (Ribeirão Preto in 1978/79, 1994 and 2010; Pelotas in 1982, 1993 and 2004; and São Luís in 1997/98 and 2010). Were included data on 41440 children. All indicators were decreased, except in the city of Pelotas, from 1993 to 2004, and except SBR in São Luís. Sociodemographic variables seem to be able to explain reductions of NMR and IMR in Ribeirão Preto, from 1978/79 to 1994, and in São Luís. In Ribeirão Preto, from 1994 to 2010 declines in NMR and IMR seem to be explained by reductions in intrauterine growth restriction (IUGR). Newborn’s gestational age had diminished in all cohorts, preventing even greater reductions of NMR and IMR. Improved sociodemographic variables and reduction of IUGR, seem to be able to explain part of the decrease observed. NMR and IMR could have been reduced even more, were it not for the worsening in gestational age distribution