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Objective To explore the effects of immediate parent–infant skin-to-skin contact (iSSC) at very preterm birth on maternal–infant behavioural responses and hypothalamic–pituitary–adrenal (HPA) axis reactivity to age-appropriate socio-emotional stress at 4 months corrected age.Design Two secondary outcomes from a multicentre randomised controlled trial with two non-blinded parallel groups.Setting Three Scandinavian neonatal intensive care units, level 2 and level 3.Participants 91 infants born at gestational age 28+0 to 32+6 from April 2018 to June 2021. Singletons and twins with a second caregiver present were included, regardless of mode of birth. Higher-order births, infants with congenital infections and major malformations were excluded.Intervention Infants were randomised before birth to iSSC (n=46) or conventional care (n=45) during the first 6 hours of life. At 4 months corrected age, the infants were exposed to socio-emotional stress using the Face-to-Face Still-Face procedure (FFSF). Salivary cortisol was collected before and after FFSF.Main outcome measures Behavioural and hormonal stress responses at 4 months of age.Results 65 of 91 infants were assessed by FFSF, of which 37 infants had cortisol sampling. The iSSC group demonstrated heightened positive emotionality during FFSF compared with controls (beta 0.74, 95% CI 0.40 to 1.07; p<0.001). Also, the iSSC group showed an association between mother−infant cortisol levels at baseline (r 0.55, 95% CI 0.13 to 0.80; p=0.014) and 30 min post-FFSF (r 0.55, 95% CI 0.05 to 0.83; p=0.035).Conclusion Infants who experienced iSSC during the first 6 hours after very preterm birth showed improved infant socio-emotional stress coping and suggested enhanced mother–infant HPA axis synchrony at 4 months.