Objectives: After a previous study had shown the existence of psychological risk factors of pre-term delivery, we designed a study aimed at assessing the effect of psychotherapeutic support of pregnant women hospitalised with pre-term labour, followed by a second multicentric study aimed at demonstrating the reliability of such an intervention. Methods: Both studies were conducted in two successive cohorts of patients hospitalised with pre-term labour at 18–35 weeks of gestation. The initial study comprised 157 patients in each group, whereas the reliability study comprised 191 patients in the experimental group versus 202 in the control group. In each experimental group, the patients were offered psychotherapeutic support in addition to the usual clinical management. The psychological support included interviews with a psychologist and a collaborative work plan implemented with the nursing staff. Results: The analysis, conducted in the ‘intention to treat’ manner, shows a significant decrease in the early pre-term birth rate (<35 weeks) from 25.7 to 5.9% (p < 0.0001). After controlling for confounding factors, the adjusted relative risk was 0.16 [95% confidence interval (CI) = 0.07–0.37]. These results were confirmed, at a lesser level, in the reliability study, where the early pre-term birth rate changed from 15.7 to 7.2% (p < 0.02) and the adjusted relative risk was 0.35 (95% CI = 0.16–0.78). Conclusion: This study offers new and major results related to the prevention of delivery before 35 weeks of gestation, both in the initial study as well as in the reliability study. Thus, providing this type of psychological support to women hospitalised for pre-term labour, in the context of antenatal care, can help to avoid early pre-term births and their complications in terms of brain damage and neuropsychological development.