Executive function (EF) is increasingly recognized as being responsible for adverse developmental outcomes in preterm-born infants. Several perinatal factors may lead to poor EF development in infancy, and the deficits in EF can be identified in infants as young as eight months. A prospective cohort study was designed to study the EF in Chinese preterm infants and examine the relationship between EF in preterm infants and maternal factors during perinatal period. A total of 88 preterm infants and 88 full-term infants were followed from birth to eight months (corrected age). Cup Task and Planning Test was applied to assess the EF of infants, and the Bayley Scale of Infant Development (BSID-III) was used to evaluate cognitive (MDI) and motor abilities (PDI) of infants. In comparison with full-term infants, the preterm infants performed more poorly on all measures of EF including working memory, inhibition to prepotent responses, inhibition to distraction, and planning, and the differences remained after controlling the MDI and PDI. Anemia and selenium deficiency in mothers during pregnancy contributed to the differences in EF performance. However, maternal depression, hypertension, and diabetes during pregnancy were not related to the EF deficits in preterm infants. Future research should focus on the prevention of anemia and selenium deficiency during pregnancy and whether supplementing selenium in mothers during pregnancy can prevent further deterioration and the development of adverse outcomes of their offspring.