OBJECTIVE: The main objective was to assess the risk factors for infant mortality among children living in the Health and Demographic Surveillance System (HDSS) in Farafenni, The Gambia. Our secondary objective was to assess these risks separately in the neonatal and postneonatal (>28 days) period. DESIGN: Retrospective cohort study. SETTING: HDSS in an urban centre and surrounding area in The Gambia. PATIENTS: 7365 infants (47% female) born between 2014 and 2018, of which 126 (1.71%) died in the first year. MAIN OUTCOME MEASURES: Infant mortality. RESULTS: Risk factors for mortality were death of any sibling (HR 2.78, 95% CI 1.54 to 5.00), having a twin (HR 1.96, 95% CI 1.01 to 3.80), being born in the harvest season (HR 1.55, 95% CI 1.07 to 2.24), living in a rural village (HR 4.34, 95% CI 2.03 to 9.29) and longer distance to the nearest village with a public health centre (HR 1.33, 95% CI 1.11 to 1.59). In addition, no breast feeding (HR 10.73, 95% CI 6.83 to 16.86) and no BCG vaccination in the first week of life (HR 3.47, 95% CI 1.07 to 11.24) were associated with infant mortality. Similar risk factors were found in the neonatal and postneonatal periods. CONCLUSION: Most risk factors associated with infant mortality (neonatal and postneonatal) are not easily modifiable at the individual level and would require programmatic approaches to target vulnerable infants and facilitate access to health services.