OBJECTIVE: This study was undertaken to study the association between the times spent on sports activities and leisure time physical activity in the first and early second trimester of pregnancy and the risk of preterm delivery. STUDY DESIGN: Population-based follow-up study of 5749 healthy pregnant women who delivered in Aarhus University Hospital, Denmark. RESULTS: Women who practiced more than 1 type of sports had a significantly reduced adjusted risk (odds ratio = 0.09 95% CI, 0.01-0.66) of preterm delivery compared with women with no sports activity. Compared with sedentary pregnant women, women engaged in light leisure time physical activity had a 24% nonsignificantly reduced adjusted risk (odds ratio = 0.76, 95% CI, 0.60-1.02) of preterm delivery and those engaged in moderate-to-heavy leisure time activity had a 66% reduced adjusted risk (odds ratio = 0.34, 95% CI, 0.14-0.85). CONCLUSION: Moderate-to-heavy leisure time physical activity during pregnancy is associated with a significantly reduced risk of preterm delivery.