The aim of this study is to investigate the association between maternal gestational weight gain (GWG) and preterm birth according to pre-pregnancy body mass index (BMI) and maternal age. We did a cohort, hospital-based study in Quzhou, South China, from 1 Jan 2018 to 30 June 2019. We selected 4274 singleton live births in our analysis, 315 (7.4%) of which were preterm births. In the overall population, excess GWG was significantly associated with a decreased risk of preterm birth compared with adequate GWG (adjusted OR 0.81 [95% CI 0.72-0.91]), and the risk varied by increasing maternal age and pre-pregnancy BMI. Interestingly, underweight women who older than 35 years with excess GWG had significantly increased odds of preterm birth compared with adequate GWG in underweight women aged 20-29 years (2.26 [1.06-4.85]) and normal weight women older than 35 years (2.23 [1.13-4.39]). Additionally, low GWG was positively and significantly associated with preterm birth overall (1.92 [1.47-2.50]). Among normal weight women category, compared with adequate GWG women aged 20-29 years did, those older than 20 years with low GWG, had significantly higher odds of preterm birth, which increased with maternal age (1.80 [1.16-2.79] in 20-29 years, 2.19 [1.23-3.91] in 30-34 years, 3.30 [1.68-6.46] in ≫ 35 years). In conclusion, maternal GWG was significantly associated with the risk of preterm birth, but the risk varied by pre-pregnancy BMI and maternal age.