Understanding the developmental course of all health issues associated with preterm birth is important from an individual, clinical and public health point-of view. Both the number of preterm births and proportion of survivors have increased steadily in recent years. The UK Millennium Cohort Study (n = 18,818) was used to examine the association of gestational age with maternal ratings of general health and behavior problems at ages 5 and 11 years using binary and multinomial logistic regression analyses. The association between mothers’ ratings of general health and behavior problems was relatively weak at each time point. Children rated as being in poor general health remained constant over time (4.0 % at age 5, 3.8 % at age 11), but children rated as having behavioral problems increased by almost 100 % (5.6 % at 5; 10.5 % at 11). A gradient of increasing risk with decreasing gestational age was observed for a composite health measure (general health problems and/or behavior problems) at age 5, amplified at age 11 and was strongest for those with chronic problems (poor health at both age 5 and age 11). This association was found to be compounded by child sex, maternal characteristics at birth (education, employment, marital status) and duration of breast feeding. Integrated support to at-risk families initiated during, or soon after pregnancy, may prevent chronic problems and might potentially reduce long term health costs for both the individual and health services.