Background: Exposure to high air temperature in late pregnancy is increasingly recognized as a risk factor for preterm birth (PTB). However, the combined effects of heatwaves with air pollution and green space are still unexplored. In the context of climate change, investigating the interaction between environmental factors and identifying communities at higher risk is important to better understand the etiological mechanisms and design targeted interventions towards certain women during pregnancy. Objectives: To examine the combined effects of heatwaves, air pollution and green space exposure on the risk of PTB. Methods: California birth certificate records for singleton births (2005-2013) were obtained. Residential zip code-specific daily temperature during the last week of gestation was used to create 12 definitions of heatwave with varying temperature thresholds and durations. We fit multi-level Cox proportional hazard models with time to PTB as the outcome and gestational week as the temporal unit. Relative risk due to interaction (RERI) was applied to estimate the additive interactive effect of air pollution and green space on the effect of heatwaves on PTB. Results: In total, 1,967,300 births were included in this study. For PM2.5, PM10 and O3, we found positive additive interactions (RERIs >0) between heatwaves and higher air pollution levels. Combined effects of heatwaves and green space indicated negative interactions (RERIs <0) for less intense heatwaves (i.e., shorter duration or relatively low temperature), whereas there were potential positive interactions (RERIs >0) for more intense heatwaves. Conclusion: This study found synergistic harmful effects for heatwaves with air pollution, and potential positive interactions with lack of green space on PTB. Implementing interventions, such as heat warning systems and behavioral changes, targeted toward pregnant women at risk for high air pollution and low green space exposures may optimize the benefits of reducing acute exposure to extreme heat before delivery.