The epigenetic patterns established during development may influence gene expression over a lifetime and increase susceptibility to chronic disease. Being born preterm (<37 weeks of gestation) is associated with increased risk mortality and morbidity from birth until adulthood. This brief review explores the potential role of DNA methylation in preterm birth (PTB) and its possible long-term consequences and provides an overview of the physiological processes central to PTB and recent DNA methylation studies of PTB.