Preterm birth is a major cause of neonatal morbidity and mortality, and many spontaneous cases remain idiopathic. Increasing evidence suggests that intrauterine inflammation may occur in the absence of detectable infection, leading to the recognition of sterile intrauterine inflammation as an important mechanism contributing to threatened preterm labor and spontaneous preterm birth. This review summarizes current knowledge regarding the role of damage-associated molecular patterns (DAMPs), alarmins, pattern recognition receptors, inflammasome activation, cellular senescence, and pyroptosis in the initiation of sterile inflammatory pathways associated with labor. Key mediators including HMGB1, IL-1α, fetal cell-free DNA, platelet-activating factor, and S100 proteins appear to promote inflammatory activation within fetal membranes and the amniotic cavity. The review also discusses the emerging contribution of fetal immune activation, maternal–fetal immune dysregulation, maternal microchimerism, and epigenetic mechanisms to idiopathic preterm birth. Current diagnostic and therapeutic options remain limited, and no targeted treatment for sterile intrauterine inflammation has yet been established. Future approaches may include precision biomarkers, multiomics-based risk stratification, targeted immunomodulatory therapies, and modulation of maternal–fetal immune interactions. Improved understanding of sterile inflammatory mechanisms may ultimately support development of personalized strategies to prevent preterm birth and improve perinatal outcomes.