Background Obesity prevalence is increasing in many countries in the world, including Asia. Maternal obesity is highly associated with fetal and neonatal deaths. This study investigated whether maternal obesity is a risk factor of fetal death (measured in terms of miscarriage and stillbirth) and neonatal mortality in South and South-East Asian countries. Methods This cross-sectional study pooled the most recent Demographic and Health Surveys (DHS) from eight South and South-East Asian countries (2014-2018). Multivariate logistic regression was deployed to check the relationships between maternal obesity with fetal and neonatal deaths. Finally, multilevel logistic regression model was employed since the DHS data has a hierarchical structure. Results The pooled logistic regression model illustrated that maternal obesity is associated with higher odds of miscarriage (adjusted odds ratio [aOR]: 1.26, 95% CI: 1.20-1.33) and stillbirths (aOR: 1.46, 95% CI: 1.27-1.67) after adjustment of confounders. Children of obese mothers were at 1.18 (aOR: 1.18, 95% CI: 1.08-1.28) times greater risk of dying during the early neonatal period than mothers with a healthy weight. However, whether maternal obesity is statistically a significant risk factor for the offspring's late neonatal deaths was not confirmed. The significant association between maternal obesity with miscarriage, stillbirth and early neonatal mortality was further confirmed by multilevel logistic regression results. Conclusion Maternal obesity in South and South-East Asian countries is associated with a greater risk of fetal and early neonatal deaths. This finding has substantial public health implications. Strategies to prevent and reduce obesity should be developed before planning pregnancy to reduce the fetal and neonatal death burden. Obese women need to deliver at the institutional facility centre that can offer obstetrics and early neonatal care.