Male sex is a risk factor for pre-term birth (PTB) among singleton pregnancies; however, in twin pregnancies, the effect of sex on PTB is not yet clear. The aim of this study was to evaluate the effect of twin's sex on risk of PTB. During this analytical cross-sectional study, we evaluated the effect of twin's sex, chorionicity and other factors on risk of PTB in 676 pregnant women in a university hospital in Tehran, Iran. Existence of male gender in pregnancy was a risk factor for PTB. Comparing same sex twins together, male–male gender was a risk factor for PTB (OR = 1.67 (1.19–2.34), p = 0.002), early PTB (OR = 1.18 (1.04–1.34), p = 0.01) and very early PTB (OR = 1.06 (1–1.13), p = 0.04). Monoamnion twins were at higher risk for early PTB (OR = 1.44 (1.08–1.92), p = 0.02), and very early PTB (OR = 1.95 (1.1–3.44), p = 0.03) but the risk did not increase in monochorion twins. History of abortion was also shown to be a risk factor (p < 0.05). Maternal age, multiparity, body mass index (BMI) and assisted reproductive techniques (ART) did not reach the significance levels to be considered as risk factors.