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Background/Objectives: Breast milk is recommended as primary enteral nutrition for preterm infants, but the quantitative association between early breast milk feeding proportion and short-term growth remains unclear. We examined the relationship between early breast milk feeding proportion and discharge weight z-score in preterm infants. Methods: This single-center retrospective cohort study included preterm infants admitted to a neonatal intensive care unit between January 2024 and December 2025. Early breast milk feeding proportion was defined as the percentage of breast milk intake among total enteral nutrition during the first 14 days of life. The primary outcome was discharge weight z-score based on the Fenton growth reference. Linear regression, restricted cubic spline analysis, and exploratory mediation analysis were performed. Results: Among 1174 preterm infants, a higher early breast milk feeding proportion was independently associated with a higher discharge weight z-score in the primary multivariable model adjusted for gestational age, sex, and initial mechanical ventilation. A 10% increase in breast milk feeding proportion was associated with an increase of 0.18 in discharge weight z-score (β = 0.18; 95% CI, 0.09–0.26; p < 0.001). Restricted cubic spline analysis showed an approximately linear association. In sensitivity analyses additionally adjusted for late-onset sepsis and necrotizing enterocolitis, the association was no longer statistically significant. Exploratory mediation analysis suggested that the association may be partly explained through pathways involving late-onset sepsis, whereas the mediating role of necrotizing enterocolitis appeared to be more limited. Conclusions: In baseline-adjusted analyses, a higher early breast milk feeding proportion was associated with a higher discharge weight z-score; however, this association was attenuated and no longer statistically significant after additional adjustment for major neonatal complications. These findings should be interpreted cautiously and should not be considered evidence of a causal relationship, given the substantial potential for residual confounding by prematurity and illness severity.