Continuous positive airway pressure (CPAP) is widely used in neonatal units both as a primary mode of respiratory support and following extubation from mechanical ventilation. In this review, the evidence for CPAP use particularly in prematurely born infants is considered. Studies comparing methods of CPAP generation have yielded conflicting results, but meta-analysis of randomised trials has demonstrated that delivering CPAP via short nasal prongs is most effective in preventing re-intubation. At present, there is insufficient evidence to establish the safety or efficacy of high flow nasal cannulae for prematurely born infants. Observational studies highlighted that early CPAP use rather than intubation and ventilation was associated with a lower incidence of bronchopulmonary dysplasia (BPD), but this has not been confirmed in three large randomised trials. Meta-analysis of the results of randomised trials has demonstrated that use of CPAP reduces extubation failure, particularly if a CPAP level of 5 cm H2O or more is used. Nasal injury can occur and is related to the length of time CPAP is used; weaning CPAP by pressure rather than by "time-cycling" reduces the weaning time and may reduce BPD. In conclusion, further studies are required to identify the optimum mode of CPAP generation and it is important that prematurely born infants are weaned from CPAP as soon as possible.