The effect of socio-economic status (SES) on the cognitive outcome of preterm-born children is unknown. The objectives of this study were to systematically review the published literature and to report the strength and consistency of the effect of SES on the cognitive outcomes of preterm children, across different SES indicators. We conducted a literature search on MEDLINE, EMBASE, PsycINFO and Social Science Citation Index to identify English-language cohort or case-control studies published after 1990 that had reported the effect of at least one SES indicator on cognitive outcome in children born <37 weeks gestation. Fifteen studies (from a total 4,162 identified) were included. Thirteen SES indicators were evaluated [categorized as: "individual-level" (6 indicators), "family-structure" (3), "contextual" (2) and "composite" (2)]. Maternal educational level was the most frequently evaluated SES indicator (by 11/15 studies) and was most consistently associated with cognitive outcome. Maternal education below high school level was associated with severe cognitive deficiency [reported odds ratios (95 % CI) range: OR = 1.4 (1.0-1.9) to OR = 2.3 (1.2-4.5)]. A meta-analytic measure of the effect of SES was not calculated due to heterogeneity in studies. SES appears to confound the association between preterm birth and cognitive deficit and should be adjusted for in studies reporting cognitive outcome.