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Background: The New Zealand (NZ) Ministry of Health ethnicity data protocols recommend that people of South Asian (SAsian) ethnicity, other than Indian, are combined with people of Japanese and Korean ethnicity at the most commonly used level of aggregation in health research (level two). This may not work well for perinatal studies, as it has long been observed that women of Indian ethnicity have higher rates of adverse pregnancy outcomes, such as perinatal death. It is possible that women of other SAsian ethnicities share this risk. Aims: This study was performed to identify appropriate groupings of women of SAsian ethnicity for perinatal research. Materials and Methods: National maternity and neonatal data, and singleton birth records between 2008 and 2017 were linked using the Statistics NZ Integrated Data Infrastructure. Socio‐demographic risk profiles and pregnancy outcomes were compared between 15 ethnic groups. Recommendations were made based on statistical analyses and cultural evaluation with members of the SAsian research community. Results: Similarities were observed between women of Indian, Fijian Indian, South African Indian, Sri Lankan, Bangladeshi and Pakistani ethnicities. A lower‐risk profile was seen among Japanese and Korean mothers. Risk profiles of women of combined Indian‐Māori, Indian‐Pacific and Indian‐New Zealand European ethnicity more closely represented their corresponding non‐Indian ethnicities. Conclusions: Based on these findings, we suggest a review of current NZ Ministry of Health ethnicity data protocols. We recommend that researchers understand the risk profiles of participants prior to aggregation of groups in research, to mitigate risks associated with masking differences. [ABSTRACT FROM AUTHOR]