Preterm birth remains a significant global health challenge, contributing to high neonatal morbidity and mortality. Preterm newborns exhibit distinct immunological and inflammatory profiles compared to term infants, increasing their susceptibility to infections, oxidative stress, and inflammatory complications. This review explores the unique aspects of neonatal immunity, focusing on the immaturity of innate, humoral, and cellular immune responses in preterm infants. Key findings include impaired function of natural killer (NK) cells and monocytes, reduced transfer of maternal IgG, altered cytokine profiles, and imabalanced oxidative stress due to underdeveloped antioxidant defenses. Additionally, preterm infants display a Th2-skewed immune response with diminished Th1 and Th17 activity, further compromising antimicrobial defense. The interplay between immune dysregulation, oxidative damage, and infection susceptibility underscores the need for targeted interventions. Understanding these mechanisms is crucial for improving clinical outcomes in this vulnerable population.