BACKGROUND: Although some studies have reported a decrease in preterm birth following the start of the COVID-19 pandemic, the findings are inconsistent. OBJECTIVE: This study aimed to compare the incidences of preterm birth before and after the introduction of COVID-19 mitigation measures in Scandinavian countries using robust population-based registry data. STUDY DESIGN: This was a registry-based difference-in-differences study using births from January 2014 through December 2020 in Norway, Sweden, and Denmark. The changes in the preterm birth (<37 weeks) rates before and after the introduction of COVID-19 mitigation measures (set to March 12, 2020) were compared with the changes in preterm birth before and after March 12 from 2014 to 2019. The differences per 1000 births were calculated for 2-, 4-, 8-, 12-, and 16-week intervals before and after March 12. The secondary analyses included medically indicated preterm birth, spontaneous preterm birth, and very preterm (<32 weeks) birth. RESULTS: A total of 1,519,521 births were included in this study. During the study period, 5.6% of the births were preterm in Norway and Sweden, and 5.7% were preterm in Denmark. There was a seasonal variation in the incidence of preterm birth, with the highest incidence during winter. In all the 3 countries, there was a slight overall decline in preterm births from 2014 to 2020. There was no consistent evidence of a change in the preterm birth rates following the introduction of COVID-19 mitigation measures, with difference-in-differences estimates ranging from 3.7 per 1000 births (95% confidence interval, -3.8 to 11.1) for the first 2 weeks after March 12, 2020, to -1.8 per 1000 births (95% confidence interval, -4.6 to 1.1) in the 16 weeks after March 12, 2020. Similarly, there was no evidence of an impact on medically indicated preterm birth, spontaneous preterm birth, or very preterm birth. CONCLUSION: Using high-quality national data on births in 3 Scandinavian countries, each of which implemented different approaches to address the pandemic, there was no evidence of a decline in preterm births following the introduction of COVID-19 mitigation measures.