Repeated exposure to pain and stress in early life may cause alterations in pain sensitivity later in life. Children born preterm are often exposed to painful invasive procedures. This study aimed to explore the relationship between being born preterm and self-report of spinal pain in pre-adolescence. This prospective study was based on the Danish National Birth Cohort and consisted of 47,063 11–14-year-olds. Data from the Danish National Birth Cohort were linked with national registers through Statistics Denmark. Analyses were performed as multiple logistic regression models estimating odds ratios and 95% confidence intervals. Spinal pain (neck, mid back, and/or low back pain) was assessed using a subdivision of the Young Spine Questionnaire. Severe spinal pain was defined as having pain often or once in a while with an intensity of four to six on the Revised Faces Pain Scale. Inverse probability weighting was used to account for potential selection bias. Girls born very preterm (< 34 full weeks of gestation) were less likely to report spinal pain (OR: 0.60; 95% CI: 0.40–0.93) compared with those term-born. The associations were weaker when examining moderate to severe spinal pain and when examining the three spinal regions separately. None of these was statistically significant. Conclusion: We found no associations for boys. In conclusion, this study indicates that girls born very preterm are seemingly less likely to have severe spinal pain in pre-adolescence than girls born at term. What is Known: • Spinal pain is one of the largest disease burdens globally, and the evidence regarding the etiology of spinal pain in children and adolescents is limited. • Repeated exposure to pain and stress in early life (i.e., being preterm) may cause alterations in pain sensitivity later in life. What is New: • Girls born very preterm (< 34 full weeks of gestation) seem less likely to report severe spinal pain in pre-adolescence compared with girls born at full term. • There is no association between gestational age and later experience of spinal pain in pre-adolescent boys.