While midwifery practice predominantly deals with happy experiences, unexpected and unpredictable events occur. This paper reports on a study that explored undergraduate midwifery students' first experiences of stillbirth and neonatal death. It sought to better understand their encounters to ensure curricula were responsive to students' needs. Semi-structured interviews were conducted with eight Bachelor of Midwifery students. Many were found to have been exposed to perinatal death early in their courses and were ill prepared for the confrontations. Furthermore, the existence of support services was varied. Dealing with these experiences appears to occur through a developmental process and resonates with previous research around compassion, fatigue and posttraumatic stress disorder. Overall, students require specific preparation prior to undertaking placements, as well as clearly identified support strategies if such experiences are encountered.