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This study aims to identify the role of socio-economic and female indicators on child mortality in Bangladesh from the data of 1975 – 2019. A number of econometric techniques of time series analysis like Augmented Dickey-Fuller, Autoregressive Distributive Lag bounds and pair-wise Granger causality tests have been applied to ascertain the desired outcomes. The Augmented Dickey-Fuller test has confirmed that neither series is integrated at level two and the Autoregressive Distributive Lag bounds testing approach has shown the cointegration and short-run and long-run relationship between the variables. Total fertility rate and urbanization have a positive effect, and female education, female life expectancy at birth, and economic growth rate have a negative effect on the child mortality rate. The pair-wise Granger causality test has shown the unidirectional and bidirectional causal relationship among the studied variables. All the outcomes are theoretically consistent and the policy recommendations are made based on findings.