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Background: Low birth weight and prematurity are amongst the strongest predictors of neonatal death. However, the extent to which they act independently is poorly understood. Our objective was to estimate the neonatal mortality risk associated with preterm birth when stratified by weight for gestational age in the high mortality setting of East Africa.Methods and Findings: Members and collaborators of the Malaria and the MARCH Centers, at the London School of Hygiene & Tropical Medicine, were contacted and protocols reviewed for East African studies that measured (1) birth weight, (2) gestational age at birth using antenatal ultrasound or neonatal assessment, and (3) neonatal mortality. Ten datasets were identified and four met the inclusion criteria. The four datasets (from Uganda, Kenya, and two from Tanzania) contained 5,727 births recorded between 1999-2010. 4,843 births had complete outcome data and were included in an individual participant level meta-analysis. 99% of 445 low birth weight (< 2,500 g) babies were either preterm (< 37 weeks gestation) or small for gestational age (below tenth percentile of weight for gestational age). 52% of 87 neonatal deaths occurred in preterm or small for gestational age babies. Babies born < 34 weeks gestation had the highest odds of death compared to term babies (odds ratio [OR] 58.7 [95% CI 28.4-121.4]), with little difference when stratified by weight for gestational age. Babies born 34-36 weeks gestation with appropriate weight for gestational age had just three times the likelihood of neonatal death compared to babies born term, (OR 3.2 [95% CI 1.0-10.7]), but the likelihood for babies born 34-36 weeks who were also small for gestational age was 20 times higher (OR 19.8 [95% CI 8.3-47.4]). Only 1% of babies were born moderately premature and small for gestational age, but this group suffered 8% of deaths. Individual level data on newborns are scarce in East Africa; potential biases arising due to the non-systematic selection of the individual studies, or due to the methods applied for estimating gestational age, are discussed.Conclusions: Moderately preterm babies who are also small for gestational age experience a considerably increased likelihood of neonatal death in East Africa. [ABSTRACT FROM AUTHOR]