Air pollution has been associated with health effects on different age groups. The present study was designed to assess the impact of daily changes in air pollutants (NO2, SO2, CO, O3, and particle matter (PM10)) on total number of daily neonatal deaths (those that occur between the first and the 28th days of life) in São Paulo, from January 1998 to December 2000, since adverse outcomes such as neonatal deaths associated with air pollution in Brazil have not been evaluated before. Generalized additive Poisson regression models were used and nonparametric smooth functions (loess) were adopted to control long-term trend, temperature, humidity, and short-term trends. A linear term was used for holidays. The association between air pollutants and neonatal deaths showed a short time lag. Interquartile range increases in PM10 (23.3 µg/m³) and SO2 (9.2 µg/m³) were associated with increases of 4% (95% CI, 2-6) and 6% (95% CI, 4-8), respectively. Instead of adopting a two-pollutant model we created an index to represent PM10 and SO2 effects. For an interquartile range increase in the index an increase of 6.3% (95% CI, 6.1-6.5) in neonatal deaths was observed. These results agree with previous studies performed by our group showing the deleterious effects of air pollutants during the perinatal period. The method reported here represents an alternative approach to analyze the relationship between highly correlated pollutants and public health problems, reinforcing the idea of the synergic effects of air pollutants in public health.