Socio-economic factors associated with preterm labour include social class, (usually assessed by earnings and education), working conditions (professional status, ergonomic environment, working hours), physical and travelling activities, daily life activities, lifestyle, family status and psychosocial state as related to past and current pregnancy history together with current stress factors. A review of the association of these factors with preterm birth will be reported with an emphasis of the biological plausibility linking mostly emotional, and at a lesser degree, physical and psychological stress to the occurrence of preterm labour. A case control study, carried out in Quebec City among 101 women in preterm labour and 202 matched pregnancies for parity and gestational age, identified 7 risk factors in an explanatory multivariate model among 117 variables: Body mass index (BMI) <20 (OR; 95% CI: 3.96; 2.61–7.09), previous preterm labour (OR; 95% CI: 3.61; 1.12–11.65) previous low birth weight (OR; 95% CI: 2.24; 1.05–7.71), standing at work >2 hours (OR; 95% CI: 3.90; 1.53–9.91), Abruptio placentae (OR; 95% CI: 5.88; 1.20–28.76), urinary tract infection (UTI) (OR; 95% CI: 4.4.3; 1.47–13.34), and stress score >5 (OR; 95% CI: 2.56; 1.20–5.54). The most stressful events were related to family illness, mortality, disruption, violence or financial distress. Some risk factors cannot be modified (previous preterm labour, low birth weight and UTI), while preventive efforts should be directed towards attaining BMI >20 before conception, modifying working conditions during current pregnancy and appropriate management of acute emotional stress.