Preterm birth in multiple pregnancy is an important medical, economic and social problem. Currently, more than half of twins are born prematurely, which puts them at high risk of developing neonatal diseases causing lifelong disability and social maladjustment. In this regard, reducing the frequency of preterm multiple births is an important task of modern obstetrics. Improving perinatal outcomes of multiple pregnancies can only be achieved using the most effective measures that have a good evidence base. At the same time, numerous studies on the effectiveness of therapeutic interventions aimed at prolonging multiple pregnancies have reported contradictory results. This review included most of the randomized controlled trials of methods for the prevention and treatment of threatening preterm birth in multiple pregnancies, as available in PubMed, Google Academy, Elibrary, and the Cochrane Central Register of Controlled Trials. Thus far, studies on the use of bed rest, prophylactic tocolysis, most of the progestins, and cervical cerclage in multiple pregnancy have shown no efficacy in reducing the risk of premature birth. However, encouraging data were obtained on improving neonatal outcomes of multiple pregnancies using vaginal progesterone and an obstetric pessary, but these results require additional confirmation in larger multicenter randomized studies. Further clinical trials are needed to develop algorithms for timely diagnosis and adequate treatment of threatened preterm birth in case of multiple pregnancy, including the use of the most rational preventive and therapeutic methods that have a high evidence level.