Objectives: Coverage of the continuum of maternal and neonatal care, including antenatal care (ANC), childbirth and early postnatal care (PNC), is critically low across sub‐Saharan Africa. Meanwhile, related monitoring remains neglected. We quantified coverage gaps along the continuum of maternal and neonatal care in rural Guinea‐Bissau and assessed background factors associated with continuum‐of‐care completion.Methods: In a cross‐sectional study using data from the Bandim Health Project's nationally representative rural health and demographic surveillance system (HDSS), we assessed individual‐level obtainment of ≥1, ≥4 and ≥8 ANC contacts (ANC1/4/8), facility‐based childbirth and PNC within 24 h postpartum for HDSS‐registered births between 1 February 2023 and 31 January 2024. Among facility births, we also assessed postpartum admission ≥24 h. We defined continuum‐of‐care completion as the obtainment of ANC4, facility‐based childbirth and PNC within 24 h and investigated associations between background factors (household assets, maternal age, education, parity, region, ethnicity, health facility distance and recall time) and continuum‐of‐care completion in regression models.Results: Among 2258 births, 35% (n = 798) completed the continuum of care; 22% (n = 494) obtained none of the contributing services. Individual service coverage ranged from 6% (ANC8, n = 128) to 99% (ANC1, n = 2236). Individual coverage of the services included in the continuum‐of‐care assessment was 62% (n = 1403) for ANC4, 56% (n = 1268) for facility‐based childbirth and 52% (n = 1167) for PNC. Continuum‐of‐care completion differed by region and ethnicity. Living near a health facility, higher maternal education, more household assets, low parity and longer recall time were associated with higher continuum‐of‐care completion.Conclusions: Continuum‐of‐care completion is low in rural Guinea‐Bissau and not fully reflected by individual coverage indicators. This calls for a higher focus on continuum‐of‐care coverage and related gaps, both locally and globally. Meanwhile, the identified higher reporting of continuum‐of‐care completion with longer maternal recall questions the use of survey data and beckons for monitoring based on timely routine data.