US scientists, who studied nearly 1.5 million children for the study, said that the effect was independent of class, race, or factors such as smoking.
The researchers believe that women who conceive in May are at higher risk than others of being infected with flu in January and February, when outbreaks usually peak.
Flu infections are known to increase the risk of premature birth, 'The Independent' reported.
By following children of the same mother, the scientists were able to eliminate other possible influences on premature births, such as social class or race, said Professor Janet Currie, of Princeton University.
"We found a sharp spike for premature births among babies conceived in May and we think the reason is due to the seasonal exposure of the pregnant mothers to flu," Currie said.
"The funny take-home message from the study is that people should avoid getting pregnant in May but the more practical message is that pregnant women should consider getting a flu shot or avoid getting flu if at all possible," she said.