Probiotic supplementation is a promising preventive strategy for atopic dermatitis (AD). To help clarifying the significance of timing with respect to prevention of AD, we here evaluate the benefit of prophylactic use of probiotic supplementation in neonates younger than 30 weeks of gestation. Preterm children from the Department of Neonatology, Rigshospitalet, Denmark from two different admission periods were included in a historically controlled cohort study. Neonates from January 2007 to February 2010, not treated with and neonates from March 2010 to February 2013 treated with probiotic were enrolled. Main outcome was prevalence of AD, and secondary outcomes were use of topical corticosteroids, and number of skin-related visits to GPs and dermatologists. 527 preterm neonates were included in the study, 249 treated and 278 not treated with probiotics. Response rate for the two cohorts was 76.7 and 77.7% respectively. The prevalence of AD was similar in the two groups (20.9% in the probiotic treated group versus 17.1% in the not treated group, p = 0.33). No significant differences were found between the groups with respect to treatment with topical corticosteroids, or visits at GPs or dermatologist. We found no indication that probiotics may prevent AD when administered to neonates < 30 gestation weeks from birth until discharge home. Factors influencing the early maturation of the immune system have been assumed to be of particular importance in atopic dermatitis, and hence, our unique cohorts contribute information on how probiotic supplementation may affect the extremely immature immune systems of preterm infants.