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Background The effects of COVID-19 lockdown measures on maternal and fetal health remain unclear. We examined the associations of COVID-19 lockdown with gestational length and preterm birth (PTB) in a Chinese population. Methods We obtained medical records of 595,396 singleton live infants born between 2015 and 2020 in 5 cities in Guangdong Province, South China. The exposed group (N = 101,900) included women who experienced the COVID-19 Level I lockdown (1/23–2/24/2020) during pregnancy, while the unexposed group (N = 493,496) included women who were pregnant during the same calendar months in 2015–2019. Cumulative exposure was calculated based on days exposed to different levels of emergency responses with different weighting. Generalized linear regression models were applied to estimate the associations of lockdown exposure with gestational length and risk of PTB ( Results The exposed group had a shorter mean gestational length than the unexposed group (38.66 vs 38.74 weeks: adjusted β = − 0.06 week [95%CI, − 0.07, − 0.05 week]). The exposed group also had a higher risk of PTB (5.7% vs 5.3%; adjusted OR = 1.08 [95%CI, 1.05, 1.11]). These associations seemed to be stronger when exposure occurred before or during the 23rd gestational week (GW) than during or after the 24th GW. Similarly, higher cumulative lockdown exposure was associated with a shorter gestational length and a higher risk of PTB. Conclusions The COVID-19 lockdown measures were associated with a slightly shorter gestational length and a moderately higher risk of PTB. Early and middle pregnancy periods may be a more susceptible exposure window.