Background: Premature neonates are highly vulnerable group of the population. Premature births accounts for the highest mortality rate among infants in the first year of life. Massage therapy as non-invasive procedure that has positive effect on physical and developmental growth of premature neonates including; weight gain, promotion of neurologic development, decreased stress behavior, improved sleep, reduced rates of nosocomial infection and decreased mortality of hospitalized neonates. So, massage therapy is needed for the medical, emotional, psychological and physical wellbeing of premature neonates. The aim of the study was to evaluate the effect of applying massage therapy on physical, physiological and behavioral states of premature neonates. Methods: Design: It was a quasi-experimental. Subjects and Settings: A purposive sample containing sixty four premature neonates were chosen from the Neonatal Intensive Care Units (NICUs) in Maternity and Children Hospital, and Heraa General Hospital at Makkah Al-Mukaramah according to inclusion and exclusion criteria. Tools: Two tools were used as: Premature Neonates' Massage Observation Sheet and Neonatal Infant's Pain Scale (NIPS) (pre/post applying massage therapy). Results: The mean scores of premature neonates' gestational age, birth weight, and weight at the onset of the study were 34.34 ± 3.85 weeks, 2.09 ± 0.17 kg, and 2.56 ± 0.73 kg respectively. Also, there were statistical significant differences between pre and post application of massage therapy (χ 2 = 23.32, 26.31, and 32.17 at P value ≤ .05) regarding heart rate, temperature and occurrence of apnea respectively. Conclusions: Applying massage therapy had a positive effect on premature neonates' physical, physiological and behavioral states, in addition to increasing their weight and decreasing their length of hospital stay. Recommendations: Emphasize the importance of applying massage therapy that is effective and safe non-invasive intervention in all NICUs as standard of care.