Introduction: Understanding the course of stress during the neonatal intensive care unit stay may provide targets for interventions. Our aim was to describe the course of stress in preterm infants during the first 28 days of life, the influence of gestational age, and associations with clinical characteristics. Methods: In a single centre prospective cohort study, we included infants with a gestational age <30 weeks and/or birth weight <1,000 g. We measured stress over the first 28 days using the Neonatal Infant Stressor Scale (NISS). We plotted daily NISS total and subcategory scores by gestational age. The subcategories were (1) nursing, (2) skin-breaking, (3) monitoring and imaging, and (4) medical morbidity-related scores. We assessed associations of cumulative NISS scores over the first 7, 14, and 28 days with clinical characteristics using regression analyses. Results: We included 45 infants, with a median gestational age of 27 weeks. The mean daily NISS score was 66.5 (SD 8.7), with highest scores in the first 7 days of life. Scores decreased the slowest for the lowest gestational ages, in particular for nursing scores, rather than skin-breaking, monitoring and imaging, and medical morbidity-related scores. Adjusted for gestational age, infants with lower Apgar scores, sepsis, intraventricular haemorrhages, and on mechanical ventilation had significantly higher cumulative NISS scores at 7, 14, and 28 days. Conclusion: NISS scores varied greatly within infants and over time, with the highest mean scores in the first week after birth. The course of declining NISS scores in the first 28 days depended on gestational age at birth.