Preterm birth is a leading cause of neonatal and child mortality and morbidity worldwide. The aim of this study was to investigate associations between attending a brief antenatal lifestyle education seminar and preterm birth, and whether education timing modifies outcomes. A retrospective cohort study was conducted in a hospital-based antenatal care center in Beijing, China, where a free, 2 h, optional, face-to-face, midwife-led group seminar on healthy lifestyle choices during pregnancy was provided. Among the 3008 eligible women, 1107 (36.8%) attended the seminar during the first trimester, 515 (17.1%) attended during the second trimester or later, and 1386 (46.1%) did not attend. Multiparous women were more likely to not attend or to attend at a later stage. The overall prevalence of preterm birth was 8.7%, but it was higher for women who did not attend the antenatal seminar (11.5%). The risk of preterm birth for first trimester attendees decreased by 53%, and it decreased by 41% for later attendees. Estimates persisted after adjusting pre-existing and gestational covariates. Attending a brief antenatal lifestyle education seminar was associated with lower preterm birth risk, and attending during the first trimester had a better impact than later attendance. The results can inform the development of tailored preterm birth prevention strategies.