The autonomic nervous system of preterm fetuses has a different level of maturity than term fetuses. Thus, their autonomic response to transient hypoxemia caused by uterine contractions in labor may differ. This study aims to compare the behavior of the fetal autonomic response to uterine contractions between preterm and term active labor using a novel time-frequency analysis of fetal heart rate variability (FHRV). We performed a case-control study using fetal R-R and uterine activity time series obtained by abdominal electrical recordings from 18 women in active preterm labor (32-36 weeks of gestation) and 19 in active term labor (39-40 weeks of gestation). We analyzed 20 minutes of the fetal R-R time series by applying a Continuous Wavelet Transform (CWT) to obtain frequency (HF, 0.2-1Hz; LF, 0.05-0.2Hz) and time-frequency (Flux0, Flux90, and Flux45) domain features. Time domain FHRV features (SDNN, RMSSD, meanNN) were also calculated. In addition, ultra-short FHRV analysis was performed by segmenting the fetal R-R time series according to episodes of the uterine contraction and quiescent periods. No significant differences between preterm and term labor were found for FHRV features when calculated over 20 minutes. However, we found significant differences when segmenting between uterine contraction and quiescent periods. In the preterm group, the LF, Flux0, and Flux45 were higher during the average contraction episode compared with the average quiescent period (p<0.01), while in term fetuses, vagally mediated FHRV features (HF and RMSSD) were higher during the average contraction episode (p<0.05). The meanNN was lower during the strongest contraction in preterm fetuses compared to their consecutive quiescent period (p=0.008). The average autonomic response to contractions in preterm fetuses shows sympathetic predominance, while term fetuses respond through parasympathetic activity. Comparison between groups during the strongest contraction showed a diminished fetal autonomic response in the preterm group. Thus, separating contraction and quiescent periods during labor allows for identifying differences in the autonomic nervous system cardiac regulation between preterm and term fetuses.