Background: Maternal supine going-to-sleep position has been associated with increased risk of late stillbirth (≥ 28 weeks), but it is unknown if the risk differs between right and left side, and if some pregnancies are more vulnerable. Methods: Systematic searches were undertaken for an individual-level participant data (IPD) meta-analysis of case–control studies, prospective cohort studies and randomised trials undertaken up until 26 Jan, 2018, that reported data on maternal going-to-sleep position and stillbirth. Participant inclusion criteria included gestation ≥ 28 weeks', non-anomalous, singleton pregnancies. The primary outcome was stillbirth. A one-stage approach stratified by study and site was used for the meta-analysis. The interaction between supine going-to-sleep position and fetal vulnerability was assessed by bi-variable regression. The multivariable model was adjusted for a priori confounders. Registration number: PROSPERO, CRD42017047703. Findings: Six case–control studies were identified, with data obtained from five (cases, n = 851; controls, n = 2257). No data was provided by a sixth study (cases, n = 100; controls, n = 200). Supine going-to-sleep position was associated with increased odds of late stillbirth (adjusted odds ratio [aOR] 2.63, 95% CI 1.72–4.04, p < 0.0001) compared with left side. Right side had similar odds to left (aOR 1.04, 95% CI 0.83–1.31, p = 0.75). There were no significant interactions between supine going-to-sleep position and assessed indicators of fetal vulnerability, including small-for-gestational-age infants (p = 0.32), maternal obesity (p = 0.08), and smoking (p = 0.86). The population attributable risk for supine going-to-sleep position was 5.8% (3.2–9.2). Interpretation: This IPD meta-analysis confirms that supine going-to-sleep position is independently associated with late stillbirth. Going-to-sleep on left or right side appears equally safe. No significant interactions with our assessed indicators of fetal vulnerability were identified, therefore, supine going-to-sleep position can be considered a contributing factor for late stillbirth in all pregnancies. This finding could reduce late stillbirth by 5.8% if every pregnant woman ≥ 28 weeks' gestation settled to sleep on her side.