During the 1980s and 1990s, there were large social and structural changes within the Nordic countries. Here we examine time changes in risks of preterm birth by maternal educational attainment in Denmark, Finland, Norway and Sweden. Information on gestational age and maternal socio-economic position was obtained from the NorCHASE database, which includes comparable population-based register data of births from Denmark, Finland, Sweden and Norway from 1981 to 2000. The risks of very preterm birth (<32 gestational weeks) and moderately preterm birth (32-36 gestational weeks) were calculated by maternal educational attainment and analysed in 5-year intervals from 1981 to 2000. Compared with mothers with >12 years of education, mothers with <10 years of education had similarly increased risks of very, and to a lesser extent moderately, preterm birth in all four countries. The educational gradient increased slightly over time in very preterm births in Denmark, while there was a slight narrowing of the gap in Sweden. In moderately preterm births, the educational inequality gap was constant over the study period in Denmark, Norway and Sweden, but narrowed in Finland. The educational gradient in preterm birth remained broadly stable from 1981 to 2000 in all four countries. Consequently, the socio-economic inequalities in preterm birth were not strongly influenced by structural changes during the period.