Introduction Long-term exposure to air pollution is known to be harmful to preterm birth (PTB), but little is known about the short-term effects. This study aims to quantify the short-term effect of particulate matter with aerodynamic diameter ≤ 2.5 μm (PM2.5), ≤10 μm (PM10) and nitrogen dioxide (NO2) on PTB. Materials and methods A total of 18,826 singleton PTBs were collected during the study period. Poisson regression model combined with the distributed lag non-linear model was applied to evaluate the short-term effects of PTBs and air pollutants. Results Maternal exposure to NO2 was significantly associated increased risk of PTB at Lag1 (RR: 1.025, 95%CI: 1.003–1.047). In the moving average model, maternal exposure to NO2 significantly increased the risk of PTB at Lag01 (RR: 1.029, 95%CI: 1.004–1.054). In the cumulative model, maternal exposure to NO2 significant increased the risk of PTB at Cum01 (RR:1.026, 95%CI: 1.002–1.051), Cum02 (RR: 1.030, 95%CI: 1.003–1.059), and Cum03 (RR: 1.033, 95%CI: 1.002–1.066). The effects of PM2.5, PM10 and NO2 on PTB were significant and greater in the cold season than the warm season. Conclusions Maternal exposure to NO2, PM2.5 and PM10 before delivery has a significant risk for PTB, particularly in the cold season. Key messages Maternal exposure to NO2 was significant associated with an increased risk of preterm birth at the day 1 before delivery. Particle matter (PM2.5 and PM10) showed a significant short-term effect on preterm birth in the cold season. The effects of air pollutants on preterm birth was greater in the cold season compared with the warm season.