Preterm birth is a global health issue that can induce lifelong medical sequela. Presently, at least one in ten newborns are born prematurely. At birth, preterm newborns exhibit higher levels of oxidative stress (OS) due to the inability to face the oxygen rich environment in which they are born into. Moreover, their immature respiratory, digestive, immune and antioxidant defense systems, as well as the potential numerous medical interventions following a preterm birth, such as oxygen resuscitation, nutrition, phototherapy and blood transfusion further contribute to high levels of OS. Although the acute effects seem well established, little is known regarding the long-term effects of preterm birth on OS. This matter is especially important given that chronically elevated OS levels may persist into adulthood and consequently contribute to the development of numerous non-communicable diseases observed in people born preterm such as diabetes, hypertension or lung disorders. The purpose of this review is to summarize the current knowledge regarding the consequences of preterm birth on OS levels from newborn to adulthood. In addition, the effects of physical activity and hypoxia, both known to disrupt redox balance, on OS modulation in preterm individuals are also explored.