Background In South Africa, injuries are the third leading cause of death and disability. Children are especially susceptible to unintentional injuries, especially pedestrian injuries, burns and drowning. Injury risk is informed by children's exposure to adverse environmental circumstances, and individual capacities dependent on developmental maturity. Boys are at greater risk than girls. This study investigates the incidence of fatal childhood injuries as well as sex differences across psychosocial development stages. Methods Data on fatal injuries in Gauteng, South Africa's most populous province, were obtained from the National Injury Mortality Surveillance System. The analysis drew on Erikson's psychosocial theory of development which was used to create meaningful age groups. Age‐specific population data from the 2011 Census were used to calculate rates, and significant differences were determined through the generation of risk ratios and confidence intervals. Results There were 5404 fatal injuries among children in Gauteng from 2008 to 2011. The average age of victims was 8.9 years, and the majority male (65.6%). In infancy, the mortality rates for all injuries and non‐traffic unintentional injuries were significantly higher than for the other age groups. Burns were the most common cause of death in infancy and early childhood. Pedestrian injuries accounted for a third of mortality in preschool and school age, and homicide rates were significantly higher in adolescence than in the other developmental stages. For injuries in general, boys had significantly higher mortality rates than girls in all age groups except preschool. The only instance where the mortality rate for girls was significantly higher than for boys was for adolescent ingestion poisoning suicides. Conclusions The exposure to environmental and social risks is differentially moderated with maturing age and levels of autonomy. The sex of the child also informs risk. The nature of these risks is important when considering child injury prevention strategies.