Preterm birth is known to be associated with chronic disease risk in adulthood whereby epigenetic memory may play a mechanistic role in disease susceptibility. Gestational age (GA) is the most important prognostic factor for preterm infants, and numerous DNA methylation alterations associated with GA have been revealed by epigenome-wide association studies. However, in human preterm infants, whether the methylation changes relate to transcription in the fetal state and persist after birth remains to be elucidated. Here, we identified 461 transcripts associated with GA (range 23-41 weeks) and 2093 candidate CpG sites for GA-involved epigenetic memory through analysis of methylome (110 cord blood and 47 postnatal blood) and transcriptional data (55 cord blood). Moreover, we discovered the trends of chromatin state, such as polycomb-binding, among these candidate sites. Fifty-four memory candidate sites showed correlation between methylation and transcription, and the representative corresponding gene was UCN, which encodes urocortin.