The relevance of the complexity of fetal heart rate fluctuations with regard to the classification of fetal behavioural states has not been satisfyingly clarified so far. Because of the short behavioural states, the permutation entropy provides an advantageous complexity estimation leading to the Kullback-Leibler entropy (KLE). We test the hypothesis that parameters derived from KLE can improve the classification of fetal behaviour states based on classical heart rate fluctuation parameters (SDNN, RMSSD, ln(LF), ln(HF)). From measured heartbeat sequences (35 healthy fetuses at a gestational age between 35 and 40 completed weeks) representative intervals of 256 heartbeats were visually preclassified into fetal behavioural states. Employing discriminant analysis to separate the states 1F, 2F and 4F, the best classification result by classical parameters was 80.0% (SDNN). After additionally considering KLE parameters it was improved significantly (p<0.0005) to 94.3% (ln(LF), KLE_Mean). It could be confirmed that KLE can improve the state classification. This might reflect the consideration of different physiological aspects by classical and complexity measures.