We observed associations between ambient air pollutants and risk of early and late occurring preterm birth. Exposure to particulate matter (PM10 and PM2.5), especially proximal to parturition, was associated with all gestational definitions of preterm birth with the strongest associations for the earliest preterm births. For PM10 and PM2.5, there was a monotonic response across the outcomes according to gestational timing, with the stronger associations for the earliest preterm births. These associations were observed after adjustment of several potential confounding factors.