Background Preterm infants have a higher risk of development disorders. Prematurity can be considered a source of stress, in both children and their parents, due to the high number of interventions that they require. Early intervention (EI) programmes have shown to have a positive influence on the neurodevelopment of children with neurological risk. On the other hand, parenting stress has a negative influence on the development of any child. This systematic review aimed to identify the effect of EI programmes on decreasing parenting stress suffered by parents of preterm babies. Methods Systematic review and meta‐analysis of experimental studies in accordance with the PRISMA declaration guidelines were applied in this work. Results Fifteen randomized clinical trials were included whose methodological quality was assessed using the PEDro scale. Stress data extraction was meta‐analysed using the inverse variance method in a random effects model. Statistical heterogeneity was assessed with the I2 heterogeneity statistic. The domains most commonly reported in the trials were the childcare‐related stress (Child Domain), personal discomfort (Parent Domain) and computation of both (Total Stress). The results showed significant (P < 0,05) and clinically relevant differences in favour of the EI programme group at 18 months and 5 years. Conclusions This review found moderate to strong evidence of the impact of EI programmes on the reduction of parenting stress in parents of preterm babies. These findings offer useful insights regarding the delivery of current support and the development of future family interventions. Finally, recommendations are provided for future intervention evaluation studies in this area.