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Preterm birth (PTB) is defined as delivery occurring before 37 weeks of gestation. In this paper, Artificial Intelligence (AI)-based predictive models are adapted to accurately estimate the probability of PTB. In doing so, pregnant women' objective results and variables extracted from the screening procedure in combination with demographics, medical history, social history, and other medical data are used. A dataset consisting of 375 pregnant women is used and a number of alternative Machine Learning (ML) algorithms are applied to predict PTB. The ensemble voting model produced the best results across all performance metrics with an area under the curve (ROC-AUC) of approximately 0.84 and a precision--recall curve (PR-AUC) of approximately 0.73. An attempt to provide clinicians with an explanation of the prediction is performed to increase trustworthiness. [ABSTRACT FROM AUTHOR]