We examined the relation of occupational physical activity to the risk of preterm birth among US Army active-duty primigravidas between 1981 and 1984 using 604 cases (preterm deliveries; less than or equal to 37 weeks gestation) and 6,070 controls (term and post-term deliveries). Women employed in the highest physical activity levels had increased odds of preterm delivery ranging from 1.69 to 1.75. The relation was not changed by adjustment for the effects of age, marital status, socioeconomic status, or education. Missing data suggest cautious interpretation.