This paper investigates covariates of neonatal and post-neonatal mortality in Bangladesh. The study uses the data extracted from the 2007 Bangladesh Demographic and Health Survey (BDHS). Multivariate proportional hazards models are employed to study the determinants of neonatal and post-neonatal mortality. The results show that father’s education, place of residence, housing materials, number of children under five years of age, and previous death of sibling have significant influence on neonatal mortality. The findings also indicate that mother’s education, toilet facility, number of children under five and breastfeeding have significant effect on post-neonatal mortality in Bangladesh.