Aim: Our aim was to investigate the rates of preterm births, live births and stillbirths in Denmark during the first year of the COVID-19 pandemic. Methods: This was a national, cross-sectional registry-based study that used the Danish Newborn Quality database, which covers all births in Denmark. The proportions of preterm births were compared between the COVID-19 pandemic period of 1 March 2020 to 28 February 2021 and the preceding 4-year pre-pandemic period. Results: We studied 60 323 and 244 481 newborn infants from the pandemic and pre-pandemic periods, respectively. The proportion of preterm live births and stillbirths declined slightly, from 6.29% during the pre-pandemic period to 6.02% during the pandemic period. This corresponded to a relative risk (RR) of 0.96, with a 95% confidence interval (CI) of 0.93–0.99 during the pandemic. The RRs for extremely preterm, very preterm and moderately preterm infants were 0.88 (95% CI 0.76–1.02), 0.91 (95% CI 0.82–1.02) and 0.97 (95% CI 0.93–1.01), respectively. Conclusion: This comparative study showed a small reduction in just over 4%, from 6.29 to 6.02% in the proportion of all preterm births during the pandemic period, compared with the previous four pandemic-free years. There were no differences between subcategories of preterm births.