Spontaneous preterm birth (PTB, <37 weeks gestation) is a major public health concern, and children born preterm have a higher risk of morbidity and mortality throughout their lives. Recent studies suggest that fetal DNA methylation of several genes varies across a range of gestational ages (GA), but it is not yet clear if fetal epigenetic changes associate with PTB. The objective of this study is to interrogate methylation patterns across the genome in fetal leukocyte DNA from African Americans with early PTB (24(1/7)-34(0/7) weeks; N = 22) or term births (39(0/7)-40(6/7)weeks; N = 28) and to evaluate the association of each CpG site with PTB and GA. DNA methylation was assessed across the genome with the HumanMethylation450 BeadChip. For each individual sample and CpG site, the proportion of DNA methylation was estimated. The associations between methylation and PTB or GA were evaluated by fitting a separate linear model for each CpG site, adjusting for relevant covariates. Overall, 29 CpG sites associated with PTB (FDR<.05; 5.7×10(-10)<p<2.9×10(-6)) independent of GA. Also, 9637 sites associated with GA (FDR<.05; 9.5×10(-16)<p<1.0×10(-3)), with 61.8% decreasing in methylation with shorter GA. GA-associated CpG sites were depleted in the CpG islands of their respective genes (p<2.2×10(-16)). Gene set enrichment analysis (GSEA) supported enrichment of GA-associated CpG sites in genes that play a role in embryonic development as well as the extracellular matrix. Additionally, this study replicated the association of several CpG sites associated with gestational age in other studies (CRHBP, PIK3CD and AVP). Dramatic differences in fetal DNA methylation are evident in fetuses born preterm versus at term, and the patterns established at birth may provide insight into the long-term consequences associated with PTB.