BACKGROUND: Ambient temperature, particularly heat, is increasingly acknowledged as a trigger of preterm delivery, but study designs have been limited and results mixed. We aimed to comprehensively evaluate the association between ambient temperature throughout pregnancy and preterm delivery. METHODS: We estimated daily temperature throughout pregnancy using a cutting-edge spatiotemporal model for 5,347 live singleton births from three prospective cohorts in France, 2002-2018. We performed Cox regression (survival analysis) with forward (weekly from conception) and backward (30 days before delivery) distributed lags to evaluate time-varying associations with preterm birth. We examined weekly mean, daytime, night-time, and variability of temperature, and heatwaves accounting for adaptation to location and season. RESULTS: Preterm birth risk was higher following cold (5th vs 50th percentile of mean temperature) 7-9 weeks after conception [relative risk (RR) 1.3, 95% confidence interval (CI) 1.0-1.6 for 2°C vs 11.6°C] and 10-4 days before delivery (1.6 [1.1-2.1] for 1.2°C vs 12.1°C). Night-time heat (95th vs 50th percentile of minimum temperature; 15.7°C vs 7.4°C) increased risk when exposure occurred within five weeks of conception (2.0 [1.05-3.8]) or 20-26 weeks after conception (2.9 [1.2-6.8]). Overall and daytime heat (high mean and maximum temperature) showed consistent effects. We found no clear associations with temperature variability or heatwave indicators, suggesting they may be less relevant for preterm birth. CONCLUSION: In a temperate climate, night-time heat and chronic and acute cold exposures were associated with increased risk of preterm birth. These results suggest nighttime heat as a relevant indicator. In the context of rising temperatures and more frequent weather hazards, these results should inform public health policies to reduce the growing burden of preterm births.