Background: The aim of this study was to compare fetal thymus volume in women who delivered at 36 weeks of pregnancy versus those who did not. Methods: A total of 32 dichorionic-diamniotic twin pregnant women were included in the prospective cohort study. The fetal thymus volumes were measured in the second trimester for each fetus using the VOCAL ultrasonography program. The data of women who experienced preterm labor (delivered at 36 weeks of pregnancy) and the control group (delivered at \ge36 weeks of pregnancy) were compared. Results: The mean thymus volume of each fetus was statistically significantly lower in preterm delivery cases than in the control group. Mean fetal thymus volume could be used as a marker for predicting preterm birth in the study group. The parameter of fetal thymus volume measured in twins at 18–24 weeks can be used as a predictive factor (P 0.001). When the fetal thymus volume, measured 3-dimensionally by ultrasonography in conjunction with the VOCAL program, was used as a marker for predicting preterm delivery, the cut-off value was found to be 0.5245 cm{}^3, with 83.3% sensitivity and 85.8% specificity (AUC 0.905, P 0.001, 95% CI, 0.798–0.930). Conclusion: By predicting preterm delivery via measuring the fetal thymus volume in twins, physicians can suggest strategies to prevent preterm delivery at 18–24 weeks of pregnancy. In this way, fetal mortality/morbidity related to preterm delivery may be prevented.