Parenting a preterm infant is more challenging than a full-term one. Parent involvement in early intervention programs seems to have positive psychosocial effects on both the child and parent. CareToy is an innovative smart system that provides an intensive individualized home-based family-centred EI in preterm infants between 3 and 9 age-corrected months. A RCT study, preceded by a pilot study, has been recently carried out to evaluate the effects of CareToy intervention on neurodevelopmental outcomes with respect to Standard Care. This study aims at evaluating the effects of CareToy early intervention on parenting stress in preterm infants. Parents (mother and father) of a subgroup of infants enrolled in the RCT filled out a self-report questionnaire on parenting stress (Parenting Stress Index-Short Form (PSI-SF)) before (T0) and after (T1) the CareToy or Standard Care period (4 weeks), according to the allocation of their preterm infant. For twins, an individual questionnaire for each one was filled out. Results obtained from mothers and fathers were separately analysed with nonparametric tests. 44 mothers and 44 fathers of 44 infants (24 CareToy/20 Standard Care) filled out the PSI-SF at T0 and at T1. CareToy intervention was mainly managed by mothers. A significant (p < 0.05) reduction in Parental Distress subscale in the CareToy group versus Standard Care was found in the mothers. No differences were found among the fathers. CareToy training seems to be effective in reducing parental distress in mothers, who spent more time on CareToy intervention. These findings confirm the importance of parental involvement in early intervention programs. This trial is registered with Clinical Trial.gov NCT01990183.