Preterm labor, a condition associated with various risk factors such as a history of prior preterm birth (PTB) and multiple pregnancies, has recently seen an increasing focus on its potential link with dyslipidemia. This study aims to investigate the relationship between dyslipidemia in expectant mothers and the risks of PTB. We studied 6963 mothers who gave birth at the International Peace Maternal and Child Health Hospital of Shanghai Jiaotong University School of Medicine in 2020, among which, 437 women had PTB. We extracted clinical and lipid data from electronic records, using multivariable logistic regression and restricted cubic spline models to explore the link between lipid concentrations (by quartiles) in pregnancy stages and PTB risk. The PTB rate was 6.3%. Early pregnancy in the PTB group showed elevated ApoA, ApoB, CHOL, LDL, and TG levels compared to controls (all P < 0.05). Late pregnancy showed no notable lipid differences. Multivariable analysis revealed elevated ApoA, TG, higher age, BMI ≥ 28 kg/m2, hypertension, assisted reproductive technology and gestational diabetes as PTB risk factors (all P < 0.05). After adjustments, higher ApoA, ApoB, CHOL and TG levels correlated with increased PTB risk. Using the lowest quartile, the adjusted ORs for early pregnancy's highest quartile of ApoA, ApoB, CHOL and TG were 1.348, 1.442, 1.442 and 2.156, respectively. Our findings indicate that dyslipemia in early pregnancy, including elevated levels of ApoA, ApoB, CHOL and TG, are associated with PTB. Managing lipid abnormalities during pregnancy may help reduce the risk of PTB.