Neonatal hypoxic-ischemic encephalopathy is a critical cerebral event occurring around birth with high mortality and neurological morbidity associated with long-term invalidating sequelae. In view of the great clinical importance of this condition and the lack of very efficacious neuroprotective strategies, it is urgent to better understand the different cell death mechanisms involved with the ultimate aim of developing new therapeutic approaches. The morphological features of three different cell death types can be observed in models of perinatal cerebral hypoxia-ischemia: necrotic, apoptotic and autophagic cell death. They may be combined in the same dying neuron. In the present review, we discuss the different cell death mechanisms involved in neonatal cerebral hypoxia-ischemia with a special focus on how autophagy may be involved in neuronal death, based: (1) on experimental models of perinatal hypoxia-ischemia and stroke, and (2) on the brains of human neonates who suffered from neonatal hypoxia-ischemia.