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Background: Socio-economic disparities in preterm delivery have often been attributed to socially patterned smoking habits. However, most existing studies have used methods that potentially give biased estimates of the mediating effect of smoking. We used a contemporary mediation approach to study to which extent smoking during pregnancy mediates educational disparities in preterm delivery., Methods: We performed a comparative analysis of data from three large birth cohort studies: the Danish National Birth Cohort (DNBC), the Dutch Generation R Study, and the Norwegian Mother and Child Cohort Study (MoBa). Risk of preterm delivery by maternal education is reported as risk differences and decomposed into a part explained by smoking and a part explained by other pathways., Results: Proportions of preterm singleton deliveries were 4.8%-4.9% in all three cohorts. Total effects of maternal education were 2.0 (95% confidence interval [CI] 1.4, 2.5), 3.2 (95% CI 0.8, 5.2) and 2.0 (95% CI 0.9, 3.0) excess preterm deliveries per 100 singleton deliveries in DNBC, Generation R and MoBa when comparing primary/lower secondary education to an academic degree or equivalent. Smoking mediated, respectively, 22%, 10% and 19% of the excess risk in the DNBC, Generation R and MoBa cohorts. Adjustment for potential misclassification of smoking only increased mediated proportions slightly., Conclusions: Smoking during pregnancy explains part of educational disparities in preterm delivery, but the mediated proportion depends on the educational gradient in smoking, emphasising that educational disparities in preterm birth may be mediated by different risk factors in different countries., (© 2019 John Wiley & Sons Ltd.)