Abstract Background In infancy, males are at higher risk of dying than females. Birthweight and gestational age are potential confounders or mediators but are also familial and correlated, posing epidemiological challenges that can be addressed by studying male-female twin pairs. Methods We studied 28 558 male-female twin pairs born in Brazil between 2012 and 2016, by linking their birth and death records. Using a co-twin control study matched for gestational age and familial factors, we applied logistic regression with random effects (to account for paired data) to study the association between male sex and infant death, adjusting for: birthweight, within- and between-pair effects of birthweight, birth order and gestational age, including interactions. The main outcome was infant mortality (0–365 days) stratified by neonatal (early and late) and postneonatal deaths. Results Males were 100 g heavier and more at risk of infant death than their female co-twins before [odds ratio (OR) = 1.28, 95% confidence interval (CI): 1.11–1.49, P = 0.001] and after (OR = 1.60, 95% CI: 1.39–1.83, P <0.001) adjusting for birthweight and birth order. When adjusting for birthweight within-pair difference and mean separately, the OR attenuated to 1.40 (95% CI: 1.21–1.61, P <0.001), with evidence of familial confounding (likelihood ratio test, P <0.001). We found evidence of interaction (P = 0.001) between male sex and gestational age for early neonatal death. Conclusions After matching for gestational age and familial factors by design and controlling for birthweight and birth order, males remain at greater risk of infant death than their female co-twins. Birthweight’s role as a confounder can be partially explained by familial factors.