The birth of a child alters family dynamics and can be stressful for parents, especially in the case of prematurity. This article carried out a systematic review on interventions in parents to reduce the stress experienced by the birth of a premature infant. The aims were to describe and classify the different interventions and to have an overview of their effectiveness. We used the Preferred Reporting Items for Systematic Reviews and Meta-Analyses guide and the PICO model. For searching the bibliography, we used Web of Science, Science Direct, PubMed and PsycINFO databases. From a total of 450 articles identified, this review finally included 46 studies with empirical evidence. The articles clustered into different types of interventions, such as psychoeducational and parental or maternal support programs, relaxation techniques, expressive writing, art therapy, music therapy and interventions related to interaction and tactile stimulation. There is a wide range of effectiveness in reducing parental stress to a greater or lesser degree. There is a great heterogeneity of interventions. Despite that, they all have a parental educational component that needs to be studied in greater depth.