Aims: Preterm birth is a major cause of perinatal mortality and morbidity and is strongly associated with socio-economic factors. The objective of this study was to examine the associations of maternal education, marital status and ethnicity with preterm birth and to determine the extent to which such associations can be explained by the established risk factors of maternal age, parity and smoking. Methods: This was a register-based cohort study with data from the Medical Birth Registry of Norway 1999–2009 and Statistics Norway. The sample included all singleton spontaneous births in Norway from 1999 to 2009 (n=494,073). The main outcome measure was preterm birth (gestational age <37 weeks). Results: Low maternal education and single motherhood were associated with preterm birth. After adjustment for the established risk factors, the excess risks were reduced, but remained statistically significant. The relative risk for low education was reduced from 1.50 to 1.36 and for single motherhood from 1.50 to 1.28. Women from Asia had a higher risk of preterm birth than Norwegian-born women (relative risk 1.29) with minor effects of adjustment. Conclusions: Several socio-economic risk factors are associated with preterm birth in Norway. In addition to the established risk factors, prenatal health care should focus on high-risk groups defined by maternal education, marital status and ethnicity.