BACKGROUND: Numerous studies have examined the association between air pollution and preterm birth (< 37 weeks gestation) but findings have been inconsistent. These associations may be more difficult to detect than associations with other adverse birth outcomes because of the different duration of exposure in preterm vs. term births, and the existence of seasonal cycles in incidence of preterm birth. METHODS: We analyzed data pertaining to 1,001,700 singleton births occurring between 1999 and 2008 in 24 Canadian cities where daily air pollution data were available from government monitoring sites. In the first stage, data were analyzed in each city employing Cox proportional hazards models using gestational age in days as the time scale, obtaining city-specific hazard ratios (HRs) with their 95% confidence intervals (CIs) expressed per interquartile range (IQR) of each air pollutant. Effects were examined using distributed lag functions for lags of 0-6 days prior to delivery, as well as cumulative lags from two to six days. We accounted for the potential nonlinear effect of daily mean ambient temperature using a cubic B-spline with three internal knots. In the second stage, we pooled the estimated city-specific hazard ratios using a random effects model. RESULTS: Pooled estimates across 24 cities indicated that an IQR increase in ozone (O3, 13.3 ppb) 0-3 days prior to delivery was associated with a hazard ratio of 1.036 (95% CI 1.005, 1.067) for preterm birth, adjusting for infant sex, maternal age, marital status and country of birth, neighbourhood socioeconomic status (SES) and visible minority, temperature, year and season of birth, and a natural spline function of day of year. There was some evidence of effect modification by gestational age and season. Associations with carbon monoxide, nitrogen dioxide, particulate matter, and sulphur dioxide were inconsistent. CONCLUSIONS: We observed associations between daily O3 in the week before delivery and preterm birth in an analysis of approximately 1 million births in 24 Canadian cities between 1999 and 2008. Our analysis is one of a limited number which have examined these short term associations employing Cox proportional hazards models to account for the different exposure durations of preterm vs. term births.