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Preterm birth (PTB; <37 weeks completed gestation) is a devastating problem affecting over 13 million live births worldwide. In the U.S., African Americans experience significantly higher rates of PTB compared to non-Hispanic Whites. PTB disparities have been linked to social determinants of health (e.g., socioeconomic status, discrimination). However, the biological underpinnings related to these associations are unclear. DNA methylation (DNAm) is subject to environmental influences, and DNAm modifications are known to affect gene expression. Using a multi-omic approach, we examined differences in combined DNA methylation (DNAm) and messenger RNA (mRNA) transcriptomic data from 20 pregnant African American women (12 PTB; 8 term birth) early in pregnancy (8–18 weeks gestation). We found that the HLA-DQB2 gene was both differentially methylated (cg12296550; p = .02) and differentially expressed (p = .014; log2FC = 2.5) between women with PTB and term birth. Gene expression analysis showed HLA-DQB2 and HLA-DRB4 (p = .028; log2FC = −3.6) were the two most highly expressed genes. HLA-DQB2 expressed higher in PTB and HLA-DRB4 expressed higher in term birth. However, no genes remained significant (p < .05) after Bonferroni correction. HLA-DRB4 and AKR1C1 were identified as a potential biomarkers in dimensionality reduction models and are also important to immune function and allogenic breakdown. Altered gene expression may lead to inflammatory imbalances or allogenic intolerance resulting in PTB. This study provides proof-of-concept evidence for the feasibility and importance of future multi-omics studies with larger populations to further explore the genes and pathways identified here. [ABSTRACT FROM AUTHOR]