The pathogenesis of neonatal infection is incompletely understood. Neonatal immune immaturity and the microbial factors of virulence only partially explain the interindividual differences in the protective responses to the most common neonatal pathogens. Stratification of infants into high- and low-risk groups through epidemiological studies has been invaluable in designing preventive strategies and reducing the burden of neonatal infection. The discovery of the role of maternal antibodies (Abs) as, for instance, anti-capsular polysaccharide group B streptococcal (GBS) Abs, in protecting newborn infants against neonatal GBS sepsis, has been a milestone in the unraveling of the molecular underpinnings of susceptibility to infection in the neonatal age. Future work should aim at defining the cellular and molecular differences in the neonatal immune responses that account for individual susceptibility and resistance to common neonatal pathogens. The interplay between the genetic and immune backgrounds of the infant, changes in the infant's microbiome, maternal factors, and the pathogen's characteristics needs to be accurately described through human studies. Precise phenotyping and dissection of the clinical heterogeneity of neonatal infection should identify cohorts that can be studied through different study methodologies. Term and preterm infants should be investigated according to the most likely underlying mechanism, single-gene disorders and multifactorial predisposition, respectively. Novel technologies, including genotyping studies, exome and genome sequencing, analysis of the microbiome, and the study of the metabolome, are nowadays established and available and can be integrated to gain a better insight into the unexplained bases of individual susceptibility to neonatal infections.