DNA methylation is highly sensitive to in utero perturbations and has an established role in both embryonic development and regulation of gene expression. The foetal genetic component has been previously shown to contribute significantly to the timing of birth, yet little is known about the identity and behaviour of individual genes. The aim of this study was to test the extent genome-wide DNA methylation levels in umbilical cord blood were associated with gestational age at birth (GA). Findings were validated in an independent sample and evidence for the regulation of gene expression was evaluated for cis gene relationships in specimens with multi-omic data. Genome-wide DNA methylation, measured by the Illumina Infinium Human Methylation 450 K BeadChip, was associated with GA for 2,372 CpG probes (5% FDR) in both the Pregnancy, Race, Environment, Genes (PREG) and Newborn Epigenetic Study (NEST) cohorts. Significant probes mapped to 1,640 characterized genes and an association with nearby gene expression measures obtained by the Affymetrix HG-133A microarray was found for 11 genes. Differentially methylated positions were enriched for actively transcribed and enhancer chromatin states, were predominately located outside of CpG islands, and mapped to genes enriched for inflammation and innate immunity ontologies. In both PREG and NEST, the first principal component derived from these probes explained approximately one-half (58.1% and 47.8%, respectively) of the variation in GA. Gene pathways identified are consistent with the hypothesis of pathogen detection and response by the immune system to elicit premature labour as a consequence of unscheduled inflammation.