The study was planned to investigate the effectiveness of using leucocyte filters in neonates during exchange and erythrocyte transfusion in preventing the development of anti-HLA antibodies. Twenty-four newborn infants who were admitted to the Neonatology Unit and received either exchange or at least two erythrocyte transfusions were recruited. The study group comprised of 12 infants on whom leucocyte filters were used during transfusions. Control group included the remaining 12 infants who were transfused without using a leucocyte filter. Anti-HLA antibodies in the serum samples were studied using modified Amos technique. Presence of anti-HLA antibodies in post-transfusion sera was detected in 3 (25%) of 12 infants in the study (filter) group, while in 10 (83.33%) of 12 infants in the control (no-filter) group. The difference between two groups was statistically significant (p < 0.05). The study demonstrated that term and preterm neonates were capable of developing anti-HLA antibodies following exchange and erythrocyte transfusions, and use of leucocyte filters could efficiently prevent the formation of anti-HLA antibodies.