The maintenance of human pregnancy and the initiation of parturition are closely related with the dynamic balance of the maternal-fetal immune microenvironment. Implantation of the blastocyst into the maternal decidua is the first step in pregnancy establishment, which is favored by the abundant blood flow and the immunotolerant microenvironment maintained by the balance of immune cells. The parturition resembles an inflammatory response that includes secretion of cytokines by resident and infiltrating immune cells into reproductive tissues and the maternal-fetal interface, which promotes the delivery of fetus from maternal organism. Therefore, the immune microenvironment in maternal-fetal interface regulates the critical steps of pregnancy and parturition. When the maternal-fetal immune microenvironment is imbalanced or impaired, miscarriage or preterm labor would happen. This article reviews the roles and mechanisms of several important immune cells in the maternal-fetal interface during the parturition and preterm labor.