Preterm labour and birth are a major cause of perinatal morbidity and mortality. Despite modern advances in obstetric and neonatal management, the rate of preterm birth in the developed world is increasing. Yet even though numerous risk factors associated with preterm birth have been identified, the ability to accurately predict when labour will occur remains elusive, whether it is at a term or preterm gestation. In the latter case, this is likely due to the multifactorial aetiology of preterm labour wherein women may display different clinical presentations that lead to preterm birth. The discovery of novel biomarkers that could reliably identify women who will subsequently deliver preterm may allow for timely medical intervention and targeted therapeutic treatments aimed at improving maternal and fetal outcomes. Various body fluids including amniotic fluid, urine, saliva, blood (serum/plasma), and cervicovaginal fluid all provide a rich protein source of putative biochemical markers that may be causative or reflective of the various pathophysiological disorders of pregnancy, including preterm labour. This short review will highlight recent advances in the field of biomarker discovery and the utility of single and multiple biomarkers for the prediction of preterm birth in the absence of intra-amniotic infection.