AbstractWhile its etiology is not fully elucidated, preterm birth represents a major public health concern as it is the leading cause of child mortality and morbidity. Stress is one of the most common perinatal conditions and may increase the risk of preterm birth. In this paper we aimed to investigate the association of maternal perceived stress and anxiety with length of gestation. We used harmonized data from five birth cohorts from Canada, France, and Norway. A total of 5297 pregnancies of singletons were included in the analysis of perceived stress and gestational duration, and 55,775 pregnancies for anxiety. Federated analyses were performed through the DataSHIELD platform using Cox regression models within intervals of gestational age. The models were fit for each cohort separately, and the cohort-specific results were combined using random effects study-level meta-analysis. Moderate and high levels of perceived stress during pregnancy were associated with a shorter length of gestation in the very/moderately preterm interval [moderate: hazard ratio (HR) 1.92 (95%CI 0.83, 4.48); high: 2.04 (95%CI 0.77, 5.37)], albeit not statistically significant. No association was found for the other intervals. Anxiety was associated with gestational duration in the very/moderately preterm interval [1.66 (95%CI 1.32, 2.08)], and in the early term interval [1.15 (95%CI 1.08, 1.23)]. Our findings suggest that perceived stress and anxiety are associated with an increased risk of earlier birth, but only in the earliest gestational ages. We also found an association in the early term period for anxiety, but the result was only driven by the largest cohort, which collected information the latest in pregnancy. This raised a potential issue of reverse causality as anxiety later in pregnancy could be due to concerns about early signs of a possible preterm birth.