Either deficient or excessive of essential nutrients had adverse effects. Effects of different levels of prenatal zinc (Zn) and selenium (Se) on fetal neurobehavioral development remain unclear. To determine the effects of different cord serum levels of Zn and Se on neurobehavioral development in neonates and to explore possible threshold level of Zn and Se based on fetal neurodevelopment, we conducted this epidemiological research. In the multi-center study, we investigated these questions in 927 mother-newborn pairs in Shanghai, China, from 2008 through 2009. Umbilical cord serum concentrations of Zn and Se were measured and Neonatal Behavioral Neurological Assessment (NBNA) tests were conducted. The median cord serum Zn and Se concentrations were 794.3μg/L and 63.1μg/L, respectively. A nonlinear relationship was observed between cord serum Zn and NBNA after adjusting for potential confounders. NBNA score decreased with increasing Zn levels after 794.3μg/L (adjusted β=−3.0, 95% CI: −3.6 to −2.4, p<0.001). Additionally, an invert U-shape with a threshold Se of 100μg/L was observed between cord serum Se and NBNA. The adjusted regression coefficient was 4.4 (95% CI: 3.6–5.2, p<0.001) for Se<100μg/L while −3.6 (95% CI: −6.1 to −1.1, p<0.01) for Se≥100μg/L. Of the 927 infants, 50% had a high level Zn (≥794.3μg/L) and 8.6% had a high level Se (≥100μg/L). High levels of both Zn and Se mainly had adverse effects on behavior and passive tone (p<0.001). Taken together, our study suggested that a threshold of cord blood Zn and Se was existed for fetal neurodevelopment and the prevalence of excessive Zn was high. Thus, the supplementation of Zn during pregnancy should be considered with caution in Shanghai, China.