It remains unclear when the fetus is most susceptible to the effects of particulate air pollution. We conducted a population-based study in a large urban area to evaluate associations between preterm birth (PTB) and fetal growth and exposures to fine particles (PM(2.5)) during narrow periods of gestation. We identified 177,816 births during 2005-2007 among mothers who resided in Harris County, Texas at the time of delivery. We created three mutually exclusive categories of mildly (33-36 completed weeks of gestation), moderately (29-32 weeks of gestation), and severely (20-28 weeks of gestation) PTB, and among full term infants, we identified those who were born small for their gestational age. Using routine air monitoring data, we generated county-level daily time series of estimated ambient air levels of PM2.5 and then computed exposure metrics during every 4 weeks of a mother's pregnancy. We evaluated associations in each 4-week period using multiple logistic regression. A 10 μg/m(3) increase in PM(2.5) exposure in the first 4 weeks of pregnancy significantly increased the odds of mildly, moderately and severely PTB by 16, 71 and 73 %, respectively. Associations were stronger when infants with birth defects were excluded. Our findings indicate an association between PM(2.5) and PTB, with stronger associations for moderately and severely PTB infants. Efforts should continue to implement stricter air quality standards and improve ambient air quality.