Preterm birth is associated with smaller body dimensions at birth. The impact on body size in later life, measured by body mass index (BMI) and height, remains unclear. A prospective register-based cohort study with 62,625 singletons from the Danish National Birth Cohort born 1996-2003 for whom information on gestational age (GA) at birth, length or weight at birth, and at least two growth measurements scheduled at the ages of 5 and 12 months, and 7, 11 and 18 years were available. Linear mixed effects with splines, stratified by sex, and adjusted for confounders were used to estimate standardised BMI and height. GA was positively associated with BMI in infancy, but differences between preterm and term children declined with age. By age 7, preterm children had slightly lower BMI than term children, whereas no difference was observed by adolescence (mean difference in BMI z-score - 0.28 to 0.15). GA was strongly associated with height in infancy, but mean differences between individuals born preterm and term declined during childhood. By adolescence, the most preterm individuals remained shorter than their term peers (mean difference in height z-score from - 1.00 to - 0.28). The lower BMI in preterm infants relative to term infants equalizes during childhood, such that by adolescence there is no clear difference. Height is strongly positively associated with GA in early childhood, whilst by end of adolescence individuals born preterm remain slightly shorter than term peers.