Perinatal events may alter psychosexual development. We aimed to assess whether a preterm birth at very low birth weight (VLBW; <1500 g) or antenatal synthetic glucocorticoids (sGC) given to the mother are associated with altered sex-typical behavior in childhood. Sex-typical behavior was assessed using the Pre-school Activities Inventory (PSAI) at the mean age of 4.9 years (SD 1.6) in 879 children, of whom 143 were preterm with VLBW (PT <1500 g, all exposed to sGC), 282 were preterm with birth weight ≥1500 g (PT ≥1500 g, 171 exposed to sGC), and 454 were full term (FT, 166 exposed to sGC). Antenatal sGC was not associated with PSAI scores in either sex. PT <1500 g boys had less male-typical PSAI scores than other boys, even in multivariate model adjusting for age, maternal age, antenatal sGC, number of brothers and sisters, and motor or cognitive impairment. PT <1500 g girls had less female-typical PSAI scores than other girls in the multivariate model. The effect size was small (d = 0.03) for both sexes. Preterm birth with VLBW is associated with reduced sex-typical behavior in childhood, which is in line with the previous data indicating altered psychosexual development in adults born preterm. Mechanisms underlying these observations are not fully understood. Preterm birth is associated with reduced rates of marriage and reproduction in adulthood, but sex-typical behavior in children born preterm has not been studied before. The results of this study indicate that preterm birth with very low birth weight <1500 g is associated with reduced sex-typical behavior in childhood in both sexes. These observations are in line with the previous data indicating altered psychosexual development in adults born preterm. Mechanisms underlying these observations are not fully understood and require further studies.