There is not a single or combined screening method for preterm birth with high sensitivity which will truly identify the women at risk for preterm birth while also with high specificity to prevent unnecessary interventions and high treatment costs. Measurement of cervical length is the most cost-effective method that is used in clinical practice. Bedside tests have also been developed for detecting markers like fetal fibronectin, insulin-like growth factor binding protein-1 (IGFBP-1), interleukin-6, and placental alpha-macroglobulin-1. Taking the maternal history, health condition, and sociodemographical factors into consideration is recommended. Ultrasound markers apart from cervical length measurements as uterocervical angle and placental strain ratio are studied. Investigations on metabolomics, proteomics, and microRNA profiling have brought a new aspect on this subject. Maybe in the future, with clear identification of women at true risk for preterm birth, development of more effective preventive strategies will not be unfeasible.