Objective To investigate time trends in preterm birth in Europe by multiplicity, gestational age, and onset of delivery. Design Analysis of aggregate data from routine sources. Setting Nineteen European countries. Population Live births in 1996, 2000, 2004, and 2008. Methods Annual risk ratios of preterm birth in each country were estimated with year as a continuous variable for all births and by subgroup using log‐binomial regression models. Main outcome measures Overall preterm birth rate and rate by multiplicity, gestational age group, and spontaneous versus non‐spontaneous (induced or prelabour caesarean section) onset of labour. Results Preterm birth rates rose in most countries, but the magnitude of these increases varied. Rises in the multiple birth rate as well as in the preterm birth rate for multiple births contributed to increases in the overall preterm birth rate. About half of countries experienced no change or decreases in the rates of singleton preterm birth. Where preterm birth rates rose, increases were no more prominent at 35–36 weeks of gestation than at 32–34 weeks of gestation. Variable trends were observed for spontaneous and non‐spontaneous preterm births in the 13 countries with mode of onset data; increases were not solely attributed to non‐spontaneous preterm births. Conclusions There was a wide variation in preterm birth trends in European countries. Many countries maintained or reduced rates of singleton preterm birth over the past 15 years, challenging a widespread belief that rising rates are the norm. Understanding these cross‐country differences could inform strategies for the prevention of preterm birth.