BACKGROUND: Preterm infants are at risk of lung atelectasis due to various anatomical and physiological immaturities, placing them at high risk of respiratory failure and associated harms. Nasal continuous positive airway pressure (CPAP) is a positive pressure applied to the airways via the nares. It helps prevent atelectasis and supports adequate gas exchange in spontaneously breathing infants. Nasal CPAP is used in the care of preterm infants around the world. Despite its common use, the appropriate pressure levels to apply during nasal CPAP use remain uncertain. OBJECTIVES: To assess the effects of 'low' (≤ 5 cm H(2)O) versus 'moderate‐high' (> 5 cm H(2)O) initial nasal CPAP pressure levels in preterm infants receiving CPAP either: 1) for initial respiratory support after birth and neonatal resuscitation or 2) following mechanical ventilation and endotracheal extubation. SEARCH METHODS: We ran a comprehensive search on 6 November 2020 in the following databases: CENTRAL via CRS Web and MEDLINE via Ovid. We also searched clinical trials databases and the reference lists of retrieved articles for randomized controlled trials (RCTs) and quasi‐randomized trials. SELECTION CRITERIA: We included RCTs, quasi‐RCTs, cluster‐RCTs and cross‐over RCTs randomizing preterm infants of gestational age < 37 weeks or birth weight < 2500 grams within the first 28 days of life to different nasal CPAP levels. DATA COLLECTION AND ANALYSIS: We used the standard methods of Cochrane Neonatal to collect and analyze data. We used the GRADE approach to assess the certainty of the evidence for the prespecified primary outcomes. MAIN RESULTS: Eleven trials met inclusion criteria of the review. Four trials were parallel‐group RCTs reporting our prespecified primary or secondary outcomes. Two trials randomized 316 infants to low versus moderate‐high nasal CPAP for initial respiratory support, and two trials randomized 117 infants to low versus moderate‐high nasal CPAP following endotracheal extubation. The remaining seven studies were cross‐over trials reporting short‐term physiological outcomes. The most common potential sources of bias were absent or unclear blinding of personnel and assessors and uncertain selective reporting. Nasal CPAP for initial respiratory support after birth and neonatal resuscitation None of the six primary outcomes prespecified for inclusion in the summary of findings was eligible for meta‐analysis. No trials reported on moderate‐severe neurodevelopmental impairment at 18 to 26 months. The remaining five outcomes were reported in a single trial. On the basis of this trial, we are uncertain whether low or moderate‐high nasal CPAP levels improve the outcomes of: death or bronchopulmonary dysplasia (BPD) at 36 weeks' postmenstrual age (PMA) (risk ratio (RR) 1.02, 95% confidence interval (CI) 0.56 to 1.85; 1 trial, 271 participants); mortality by hospital discharge (RR 1.04, 95% CI 0.51 to 2.12; 1 trial, 271 participants); BPD at 28 days of age (RR 1.10, 95% CI 0.56 to 2.17; 1 trial, 271 participants); BPD at 36 weeks' PMA (RR 0.80, 95% CI 0.25 to 2.57; 1 trial, 271 participants), and treatment failure or need for mechanical ventilation (RR 1.00, 95% CI 0.63 to 1.57; 1 trial, 271 participants). We assessed the certainty of the evidence as very low for all five outcomes due to risk of bias, a lack of consistency across multiple studies, and imprecise effect estimates. Nasal CPAP following mechanical ventilation and endotracheal extubation One of the six primary outcomes prespecified for inclusion in the summary of findings was eligible for meta‐analysis. On the basis of these data, we are uncertain whether low or moderate‐high nasal CPAP levels improve the outcome of treatment failure or need for mechanical ventilation (RR 1.52, 95% CI 0.92 to 2.50; 2 trials, 117 participants; I(2) = 17%; risk difference 0.15, 95% CI −0.02 to 0.32; number needed to treat for an additional beneficial outcome 7, 95% CI −50 to 3). We assessed the certainty of the evidence as very low due to risk of bias, inconsistency across the studies, and imprecise effect estimates. No trials reported on moderate‐severe neurodevelopmental impairment at 18 to 26 months or BPD at 28 days of age. The remaining three outcomes were reported in a single trial. On the basis of this trial, we are uncertain whether low or moderate‐high nasal CPAP levels improve the outcomes of: death or BPD at 36 weeks' PMA (RR 0.87, 95% CI 0.51 to 1.49; 1 trial, 93 participants); mortality by hospital discharge (RR 2.94, 95% CI 0.12 to 70.30; 1 trial, 93 participants), and BPD at 36 weeks' PMA (RR 0.87, 95% CI 0.51 to 1.49; 1 trial, 93 participants). We assessed the certainty of the evidence as very low for all three outcomes due to risk of bias, a lack of consistency across multiple studies, and imprecise effect estimates. AUTHORS' CONCLUSIONS: There are insufficient data from randomized trials to guide nasal CPAP level selection in preterm infants, whether provided as initial respiratory support or following extubation from invasive mechanical ventilation. We are uncertain as to whether low or moderate‐high nasal CPAP levels improve morbidity and mortality in preterm infants. Well‐designed trials evaluating this important aspect of a commonly used neonatal therapy are needed.