Nasal continuous positive airway pressure (NCPAP) is extensively used for preterm infants experiencing respiratory distress syndrome (RDS). Weaning from NCPAP includes direct weaning or gradually extending room air exposure. However, a high-flow nasal cannula (HFNC) is an alternative weaning method. Therefore, this study evaluated the clinical outcomes of HFNC and progressively increasing room air duration as weaning strategies. This study enrolled 46 preterm infants with RDS receiving NCPAP support who underwent the cyclic use of NCPAP and HFNC weaning protocol as the HFNC group; a retrospective analysis included 87 preterm infants weaned from NCPAP by gradually extending room air duration as the room air group. Differences in clinical conditions, complications, and short-term outcomes between the weaning methods were compared. The mean post-menstrual age at initiating NCPAP weaning was lower in the room air group than in the HFNC group (mean ± SD, 35.2 ± 2.3 weeks vs. 33.2 ± 2.5 weeks, p < 0.001). Hospital stay duration and total respiratory therapy days were longer in the HFNC group (96 ± 38 days and 80 ± 37 days, respectively) than in the room air group (78 ± 28 days and 56 ± 25 days, respectively), with p-values of 0.006 and <0.001. In conclusion, employing HFNC for weaning from NCPAP resulted in longer hospital admissions and respiratory therapy days than the room air method. However, further studies with a larger sample size are warranted for a more comprehensive evaluation, given the limited number of enrolled patients.