Maternal pre-pregnancy body mass index (BMI) may affect the risk of preterm birth. However, it is unclear how changes in BMI between pregnancies modify the risk of preterm birth in the following pregnancy. We studied this effect in the Collaborative Perinatal Project, when obesity was uncommon and the prevalence of induction of labour was low. This analysis included 1892 primiparae whose first enrolled (index) pregnancy was a singleton livebirth and the second enrolled (outcome) pregnancy was a consecutive singleton pregnancy (both pregnancies within 20-51 weeks of gestation). We used the Cox regression model to calculate the hazard ratio (HR) of preterm birth at the outcome pregnancy as a function of reduced BMI (<25(th) percentile of change) and increased BMI (>75(th) percentile), compared with stable BMI (25(th)-75(th) percentile), adjusted for pre-pregnancy BMI at the index pregnancy and other covariates. Body mass index reduction was associated with a non-significant increased risk of preterm birth, adjusted HR 1.17 [95% confidence interval 0.90, 1.53]; BMI increase had effects close to null (adjusted HR 1.08 [0.83, 1.41]). In the model with linear BMI change, each 1 kg/m(2) increase was associated with an HR of 0.96 [0.89, 1.03]. The estimates associated with a BMI reduction were higher in women whose index pregnancy ended preterm (HR 1.49 [0.90, 2.44]) and in those with BMI < 25 kg/m(2) at the index pregnancy (HR 1.30 [0.98, 1.71]). This study involved mainly low-to-normal weight women with spontaneous deliveries, and might suffer from type II error owing to small sample size. The effect of BMI change in overweight and obese women needs to be studied using contemporary data.