Inadvertent dural puncture and post-dural puncture headache are complications of labour epidural analgesia and may result in acute and chronic morbidity. Identification of risk factors may enable pre-emptive management and reduce associated morbidity. In this retrospective cohort study, we aimed to identify factors associated with an inadvertent dural puncture or post-dural puncture headache by identifying parturients who received labour epidural analgesia from January 2017 to December 2021. The primary outcome was any witnessed inadvertent dural puncture, inadvertent placement of an intrathecal catheter, clinical diagnosis of post-dural puncture headache, or headache that was assessed to have characteristic post-dural puncture headache features. A wide range of demographic, obstetric, and anaesthetic factors were analysed using univariate and multivariable analyses to identify independent associations with the primary outcome. Data from 26,395 parturients were analysed, of whom 94 (0.36%) had the primary outcome. Within these 94 parturients, 26 (27.7%) had inadvertent dural puncture, 30 (31.9%) had inadvertent intrathecal catheter, and 38 (40.4%) had post-dural puncture headache without documented inadvertent dural puncture or intrathecal catheter insertion. Increased number of procedure attempts (adjusted odds ratio 1.39, 95% confidence interval 1.19 to 1.63), longer procedure duration adjusted odds ratio 1.03, 95% confidence interval 1.01 to 1.05), increased depth of epidural space (adjusted odds ratio 1.10, 95% confidence interval 1.04 to 1.18), greater post-procedure Bromage score (adjusted odds ratio 7.70, 95% confidence interval 4.22 to 14.05), and breakthrough pain (adjusted odds ratio 3.97, 95% confidence interval 2.59 to 6.08) were independently associated with increased odds of the primary outcome, while the use of standard patient-controlled epidural analgesia (PCEA) regimen (adjusted odds ratio 0.50, 95%confidence interval 0.31 to 0.81), increased concentration of ropivacaine (adjusted odds ratio 0.08 per 0.1%, 95% confidence interval 0.02 to 0.46), and greater satisfaction score (adjusted odds ratio 0.96, 95% confidence interval 0.95 to 0.97) were associated with reduced odds. The area under curve of this multivariable model was 0.83. We identified independent association factors suggesting that greater epidural depth and procedure difficulty may increase the odds of inadvertent dural puncture or post-dural puncture headache.