Background. Few studies have investigated the relationship between inflammation and spontaneous preterm delivery (sPTD) in women before preterm labour. The authors examine whether mid‐pregnancy plasma cytokine levels are associated with sPTD, and whether associations vary by maternal age, body mass index, prior preterm delivery, or gravidity. Methods. This case‐control study was nested within the Danish National Birth Cohort, a cohort of women with 101,042 pregnancies from 1997 to 2002. Included in this study are 61 women delivering at 24–29 weeks, 278 delivering at 30–33 weeks, 334 delivering at 34–36 weeks, and 1,125 delivering at ≥37 weeks. Maternal plasma interleukin (IL)‐2, IL‐6, tumor necrosis factor (TNF)‐α, interferon (IFN)‐γ, and granulocyte‐macrophage colony‐stimulating factor (GM‐CSF) at 25 weeks’ gestation were measured using multiplex flow cytometry. Results. For IL‐2, TNF‐α, and GM‐CSF, the proportion of women with levels >75th or >90th percentile did not differ by gestational age at delivery. IFN‐γ >90th percentile was associated with an increased risk of delivering at 30–33 weeks (crude odds ratio (cOR): 1.56; 95% confidence interval (CI): 1.07–2.30), while IFN‐γ >75th percentile and IL‐6 >75th percentile were associated with an increased risk of delivering at 34–36 weeks (cOR: 1.32; 95% CI: 1.01–1.73); estimates changed little after adjusting for confounders. There was no effect‐measure modification by maternal factors. Conclusion. Elevated mid‐pregnancy plasma IL‐2, TNF‐α, and GM‐CSF did not appear to be associated with an increased risk of sPTD, while elevated IFN‐γ and IL‐6 levels were weakly associated with moderate and late sPTD. The value of using mid‐pregnancy cytokines in predicting spontaneous preterm delivery appears limited.