Objectives: To investigate whether risks of stillbirth and neonatal death differ after fresh embryo transfers (fresh-ETs) and frozen embryo transfers (frozen-ETs) compared with singletons conceived without medical assistance. Design: A population-based cohort study. Setting: Not applicable. Patient(s): Data linkage between the nationwide Medical Birth Registries in Denmark (1994–2014), Norway and Sweden (1988–2015), and national quality registries and databases on assisted reproductive technology identified a total of 4,590,853 singletons, including 78,642 conceived by fresh-ET and 18,084 by frozen-ET. Intervention(s): None Main Outcome Measure(s): Stillbirth (fetal death before and during delivery) and neonatal death (live born with death 0–27 days postpartum). Result(s): Overall, 17,123 (0.37%) singletons were stillborn and 7,685 (0.17%) died neonatally. Compared with singletons conceived without medical assistance, the odds of stillbirth were similar after fresh-ET and frozen-ET, whereas the odds of neonatal death were high after fresh-ET (odds ratio [OR], 1.69; 95% confidence interval [CI], 1.46–1.95) and frozen-ET (OR, 1.51; 95% CI, 1.08–2.10). Preterm birth (<37 gestational weeks) was more common after fresh-ET (8.0%) and frozen-ET (6.6%) compared with singletons conceived without medical assistance (5.0%), and strongly associated with neonatal mortality across all conception methods. Within gestational age categories, risk of stillbirth and neonatal death was similar for all conception methods, except that singletons from fresh-ET had a higher risk of stillbirth during gestational week 22–27 (OR, 1.85; 95% CI, 1.51–2.26). Conclusion(s): Overall, the risk of stillbirth was similar after fresh-ET and frozen-ET compared with singletons conceived without medical assistance, whereas neonatal mortality was high, possibly mediated by the high risk of preterm birth when compared with singletons conceived without medical assistance. Our results gave no clear support for choosing one treatment over the other.