Importance: Preterm birth, particularly extremely preterm birth, has been associated with substantial morbidity and mortality. Research during SARS-CoV-2-related lockdowns revealed reductions in the more severe subtypes of preterm birth in some countries, suggesting the presence of preventable risk factors, such as infectious diseases or social behavior. Seasonality may provide a similar means of assessing natural changes in the daily life of pregnant individuals that were similar to those experienced during the COVID-19 lockdown period. Objective: To evaluate the association between seasonality and extremely preterm birth. Design, Setting, and Participants: This nationwide cohort study included 1 136 143 pregnancies in Denmark with onset between January 1, 1997, and December 31, 2016, in which the fetuses survived 21 completed weeks of gestation. Pregnancies were followed up until preterm birth, fetal death, or 37 completed weeks of gestation. Data were analyzed from September 2020 to September 2021. Exposures: Season during gestation (primary exposure) and season of pregnancy onset. Main Outcomes and Measures: The main outcome of extremely preterm birth was defined as a live birth occurring between 22 weeks, 0 days' gestation and 27 weeks, 6 days' gestation. Cox regression analyses were used to estimate hazard ratios (HRs) for season during gestation and season of pregnancy onset, with adjustment for socioeconomic and demographic factors. Results: Among 662 338 pregnant individuals, the median age at pregnancy onset was 30.0 years (IQR, 6.0 years). Of 1 136 143 pregnancies, 2009 extremely preterm births (cumulative incidence, 0.18%) were identified during follow-up. Season during gestation was associated with extremely preterm birth, with cumulative incidences of 0.17% (95% CI, 0.16%-0.19%) in spring, 0.18% (95% CI, 0.17%-0.20%) in summer, 0.20% (95% CI, 0.18%-0.21%) in autumn, and 0.16% (95% CI, 0.14%-0.17%) in winter. Compared with winter, the adjusted HRs (AHRs) for the risk of extremely preterm birth were 1.11 (95% CI, 0.97-1.26) for spring, 1.15 (95% CI, 1.02-1.31) for summer, and 1.25 (95% CI, 1.10-1.42) for autumn. The number of extremely preterm births associated with the increased risk in the spring, summer, and autumn was 56.1 (95% CI, 18.2-99.7), representing 2.8% (95% CI, 0.9%-5.0%) of all extremely preterm births in the study. Season of pregnancy onset was not associated with the risk of extremely preterm birth in spring (AHR, 0.98; 95% CI, 0.95-1.01) or summer (AHR, 1.00; 95% CI, 0.96-1.03) compared with winter, but a slight increase in risk was observed in autumn (AHR, 1.05; 95% CI, 1.02-1.09) compared with winter. Conclusions and Relevance: In this large, national cohort study, seasonality was associated with 2.8% of all extremely preterm births. Season during gestation was associated with the rate of extremely preterm birth, suggesting the presence of potential risk factors associated with season that may be preventable. Further research to identify risk factors for extremely preterm birth associated with seasonality is warranted.