OBJECTIVE Prepregnant weight gain increases risk of obstetric complications, but its effect on preterm delivery is unknown. This study aimed to investigate the associations between change in body mass index (BMI) from first to second pregnancies and risk of preterm delivery in the second pregnancy according to the type and severity of preterm delivery. METHODS A nationwide cohort study was conducted in 465,836 Swedish women with their first two consecutive singleton live births between 1992 and 2012. Rates of very (22-31 gestational weeks) and moderately (32-36 gestational weeks) preterm delivery in the second pregnancy, classified as spontaneous or medically indicated, were compared between categories of interpregnancy BMI change. RESULTS Among women with first pregnancy BMI < 25, BMI gain ≥ 4 kg/m(2) and BMI loss > 2 kg/m(2) were related to 24% (95% CI, 5-46%) and 18% (95% CI, 5-33%) higher rates of spontaneous moderately preterm delivery, respectively. BMI gain ≥ 4 kg/m(2) was related to increased risk of medically indicated very preterm delivery. Weight loss was associated with reduced rates of medically indicated moderately preterm delivery among women with BMI ≥ 25. CONCLUSIONS High weight gain or loss in normal-weight women is associated with spontaneous moderately preterm delivery. High interpregnancy weight gain is related to increased risks of medically indicated preterm delivery.