To expand the knowledge about the consecutive expression of genes involved in the immune system development in preterm neonates and to verify if the environment changes the gene expression after birth we conducted a prospective study that included three cohorts: (A) extremely (gestational age (GA): 23-26 weeks; n = 41), (B) very (GA: 27-29 weeks; n = 39), and (C) moderately preterm infants (GA: 30-32 weeks; n = 33). Blood samples were drawn from the study participants on the 5th and 28th day of life (DOL). The mRNA samples were evaluated for gene expression with the use of GeneChip Human Gene 1.0ST microarrays. Differential expression analysis revealed small subsets of genes that presented positive or negative monotone trends in both the 5th (138 genes) and 28th DOL (308 genes) in the three subgroups of patients. Based on pathway enrichment analysis, we found that most of the pathways that revealed a positive monotone trend were involved in host immunity. The most significantly GA dependent pathways were T-cell receptor signaling pathway and intestinal immune network for IgA production. Overall 4431 genes were differentially expressed between the 5th and 28th DOL. Despite differences in gestational age, patients with the same postconceptional age have a very similar expression of genes.