Just over one in 200 pregnancies ends in a stillbirth and around one in 300 babies die in their first 28 days of life.
In 2005 there were 3,600 stillbirths of which nearly 1,200 occurred in pregnancies which had completed the full term. The number of babies dying in their first month of life totalled 2,300.
Cemach also found that there are still large gaps in knowledge about the causes of stillbirth, making it difficult for clinicians, health planners and researchers to know how they can be prevented. Over half of the stillbirth's studied by the report were classified as "unexplained".
Most stillbirths occurring at home were found to be the result of unplanned home deliveries.
There has been a sharp decline in the number of perinatal autopsies (for deaths around the time of birth), the report reveals, further reducing the level of understanding about stillbirths.
But a number of positive points were highlighted by today's report.
These include a decline in the number of twin stillbirths and a 17 per cent increase from 1995 to 2005 in survival rates of babies born very prematurely.
Richard Congdon, chief executive of Cemach, said: "The rapid improvement in recent years in the survival prospects of babies who have been born very prematurely is highly welcome, but unfortunately there seem to be deep-seated reasons why we are not seeing the same improvement in the number of stillbirths. We believe this needs attention."
Royal College of Obstetricians and Gynaecologists vice president Jim Dornan added that the Cemach study shows the occurrence of stillbirth is "still a major and tragic problem in this country".
"Advances in technology mean that neonatal mortality through premature births has fallen but stillbirths present us with a challenge," he said.
"We need to know more about why stillbirths happen. The best way forward is to collate the key data we need to identify the patterns and associations behind stillbirth so that we can discover the most promising areas for further research into its prevention."
Click here to run an energy price comparison, and see if you could be paying less for your gas and electricity.