Closed-loop systems have been used to optimise insulin delivery in children with diabetes, but they have not been tested in neonatal intensive care. Extremely preterm infants are prone to hyperglycaemia and hypoglycaemia; both of which have been associated with adverse outcomes. Insulin sensitivity is notoriously variable in these babies and glucose control is time-consuming, with management requiring frequent changes of dextrose-containing fluids and careful monitoring of insulin treatment. We aimed to evaluate the feasibility of closed-loop management of glucose control in these infants. Single-centre feasibility study with a randomised parallel design in a neonatal intensive care unit. Eligibility criteria included birth weight <1200 g and <48 hours of age. All infants had subcutaneous continuous glucose monitoring for the first week of life, with those in the intervention group receiving closed-loop insulin delivery in a prespecified window, between 48 and 72 hours of age during which time the primary outcome was percentage of time in target (sensor glucose 4-8 mmol/L). The mean (SD) gestational age and birth weight of intervention and control study arms were 27.0 (2.4) weeks, 962 (164) g and 27.5 (2.8) weeks, 823 (282) g, respectively, and were not significantly different. The time in target was dramatically increased from median (IQR) 26% (6-64) with paper guidance to 91% (78-99) during closed loop (p<0.001). There were no serious adverse events and no difference in total insulin infused. Closed-loop glucose control based on subcutaneous glucose measurements appears feasible as a potential method of optimising glucose control in extremely preterm infants.