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Objectives The aim of the study was to: (1) Identify (early in pregnancy) psychosocial and stress-related factors that predict risk of spontaneous preterm birth (PTB, gestational age Study Design This is a prospective cohort study. Relative risk (RR) analyses investigated association between individual factors and PTB. Machine learning-based interdependency analysis (IDPA) identified factor clusters, strength, and direction of association with PTB. A nonlinear model based on support vector machines was built for predicting PTB and identifying factors that most strongly predicted PTB. Results Higher levels of deleterious factors were associated with increased RR for PTB: General anxiety (RR = 8.9; 95% confidence interval [CI] = 2.0,39.6), pain (RR = 5.7; CI = 1.7,17.0); tiredness/fatigue (RR = 3.7; CI = 1.09,13.5); perceived risk of birth complications (RR = 4; CI = 1.6,10.01); self-rated health current (RR = 2.6; CI = 1.0,6.7) and previous 3 years (RR = 2.9; CI = 1.1,7.7); and divorce (RR = 2.9; CI = 1.1,7.8). Lower levels of protective factors were also associated with increased RR for PTB: low happiness (RR = 9.1; CI = 1.25,71.5); low support from parents/siblings (RR = 3.5; CI = 0.9,12.9), and father-of-baby (RR = 3; CI = 1.1,9.9). These factors were also components of the clusters identified by the IDPA: perceived risk of birth complications (p Conclusion These findings represent an important step toward identifying key factors, which can be assessed rapidly before/after conception, to predict risk of PTB, and perhaps other adverse pregnancy outcomes. Quantifying these factors, before, or early in pregnancy, could identify women at risk of delivering preterm, pinpoint mechanisms/targets for intervention, and facilitate the development of interventions to prevent PTB. Key Points