Premature birth is a worldwide health issue, posing a high mortality risk for newborns, as well as causing emotional and financial difficulties, and long-term health issues for patients. Identifying effective predictors for preterm birth is essential for prolonging gestation or improving obstetric care. As invasive methods are costly, risky, and not universally available, we aim to assess the predictive capacity of various serum parameters in pregnant women during the third trimester, as a non-invasive alternative. Based on previous studies, it was hypothesized that hemoglobin, the association of hemoglobin, albumin, lymphocyte, and platelets’ (HALP) score, and coagulation parameters such as the prothrombin time (PT), activated partial thromboplastin clotting time (aPTT), D-dimers, and fibrinogen to albumin ratio (FAR) have significant prediction capabilities. With a retrospective design, a total of 161 patients with a history of preterm birth were included in the analysis, being matched 1:1 with a control group of women who gave birth at term. All laboratory samples were collected during the third trimester of pregnancy. The computed area under the curve (AUC) ranged between 0.600 and 0.700 in all six studied parameters, suggesting a fair discrimination. The highest predictive value for preterm birth was observed to be represented by the HALP score with AUC = 0.680 and the highest sensitivity (75%, p-value = 0.001). The highest specificity was achieved by the prothrombin time (69%), and the HALP score was also 69%. The FAR score had an AUC of 0.646, with a sensitivity of 68%, and specificity of 64% (p-value = 0.020). All other variables were significant estimates for the risk of preterm birth, although with lower accuracy. Pregnant women with a hemoglobin level below 12.0 g/dL had a 3.28 higher likelihood of giving birth prematurely. A prothrombin time below 12.5 s determined a 2.11 times higher risk of preterm birth. Similarly, the aPTT below 25 s was linked with 3.24 higher odds of giving birth prematurely. However, the strongest predictors were the D-dimers above 250 ng/mL (OR = 4.26), the FAR score below 0.1, with an odds ratio of 5.30, and the HALP score with a 6.09 OR for a cut-off value above 24. It is important to determine these parameters in pregnant women at risk for giving birth prematurely, but further external validation is required to confirm these findings.