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Profound impact of meteorological variables on adverse pregnancy outcomes like preterm birth are known from evidence generated in high-income nations. But, a significant knowledge gap in this domain prevails in countries like India. Lack of local data, amidst tremendous regional heterogeneity of this relationship, impedes evidence-based localized policymaking. Therefore, we aimed to estimate the relationship between exposure to non-optimal temperature during pregnancy and the risk of preterm birth among Indian women living in the Indo-Gangetic Plains (IGP)—a highly climate-vulnerable, densely-populated, agrarian belt in the country with high poverty—and examine the relationship in different social sub-groups. Data was from the National Family Health Survey-5 (NFHS-5), 2019–2021, comprising 36,851 women from middle and lower IGP: Uttar Pradesh, Bihar, and part of West Bengal who have given birth to a live child in last 5 years. Preterm birth was defined as live birth prior to 37 completed weeks of gestation. Monthly cluster-wise average temperature was arranged to construct the exposure to average gestational temperature (AGT). Non-linear AGT-preterm birth relationship was visualized and effects of exposure across quintiles of AGT were estimated after adjusting for socio-economic disadvantages. The 3rd quintile (25.9–26.5 °C) of AGT corresponded to lowest preterm birth risk, hence used as the reference category. All non-optimal quintiles showed greater risk of preterm birth. Adjusted Risk Ratios for 1st and 2nd quintiles were 2.26 (95% CI 2.07,2.46) and 1.07 (95% CI 0.96,1.18) and for 4th and 5th quintiles 1.26 (95% CI :1.14,1.39) and 2.26 (95% CI :2.07,2.46) respectively. The effects of exposure to cold AGT varied across rich/poor. Exposure to non-optimal AGT, both hot and cold, is associated with increased risk of preterm birth in the middle and lower IGP. Despite the relatively mild and shorter winter there, the significantly increased risk of preterm birth when women were exposed to colder AGT may be ascribed to hazardous air pollution in winter—a unique feature of this climate-vulnerable region — although this study could not empirically test pollution as a mediator, which remains a limitation. Poor were more intensely affected by colder AGT than their richer counterparts, perhaps because of their greater exposure to both indoor and outdoor environmental pollution during winter. The evidence points to a clear need for demand-targeted climate adaptation and air-quality reforms to protect pregnant women in the IGP, with priority attention to heightened cold-season risks faced by disadvantaged communities.