To explore the impact of COVID-19 lockdown on premature birth rates in Denmark, a nationwide register-based prevalence proportion study was conducted on all 31 180 live singleton infants born in Denmark between 12 March and 14 April during 2015-2020. The distribution of gestational ages (GAs) was significantly different (p=0.004) during the lockdown period compared with the previous 5 years and was driven by a significantly lower rate of extremely premature children during the lockdown compared with the corresponding mean rate for the same dates in the previous years (OR 0.09, 95% CI 0.01 to 0.40, p<0.001). No significant difference between the lockdown and previous years was found for other GA categories. The reasons for this decrease are unclear. However, the lockdown has provided a unique opportunity to examine possible factors related to prematurity. Identification of possible causal mechanisms might stimulate changes in clinical practice.