Prematurity is becoming a real public health issue as more and more children are being born prematurely, alongside a higher prevalence of neurodevelopmental disorders. Early intervention programs in Neonatal Intensive Care Units (NICUs) correspond to these uni- or multi-sensorial solicitations aiming to prevent and detect complications in order to support the development of preterm infants. This article aims to distinguish sensory intervention programs according to the gradient of the type of solicitations, uni- or multi-modal, and according to the function of the person who performs these interventions. Uni-sensorial interventions are essentially based on proprioceptive, gustatory, or odorant solicitations. They allow, in particular, a reduction of apneas that support the vegetative states of the preterm infant. On the other hand, the benefits of multi-sensory interventions seem to have a longer-term impact. Most of them allow the support of the transition from passive to active feeding, an increase in weight, and the improvement of sleep-wake cycles. These solicitations are often practiced by caregivers, but the intervention of parents appears optimal since they are the main co-regulators of their preterm child’s needs. Thus, it is necessary to co-construct and train the parents in this neonatal care.