Respiratory Syncytial Virus (RSV) poses a severe threat to infants, particularly preterm infants. Palivizumab, the standard preventive prophylaxis, is primarily utilized in high-risk newborns due to its cost. This study assessed palivizumab’s effectiveness in preventing RSV infections in predominantly very preterm infants during their first year of life. Serum samples from a prospective multicentre cohort study in the Netherlands were analyzed to assess RSV infection rates by measuring IgG levels against three RSV proteins: nucleoprotein, pre-fusion, and post-fusion protein. Infants were stratified based on gestational age (GA), distinguishing very preterm (≤32 weeks GA) from moderate/late preterm (>32 to ≤36 weeks GA). In very preterm infants, palivizumab prophylaxis significantly reduced infection rates (18.9% vs. 48.3% in the prophylaxis vs. non-prophylaxis group. Accounting for GA, sex, birth season, and birth weight, the prophylaxis group showed significantly lower infection odds. In infants with >32 to ≤36 weeks GA, the non-prophylaxis group (55.4%) showed infection rates similar to the non-prophylaxis ≤32-week GA group, despite higher maternal antibody levels in the moderate/late preterm infants. In conclusion, palivizumab prophylaxis significantly reduces RSV infection rates in very premature infants. Future research should explore clinical implications and reasons for non-compliance, and compare palivizumab with emerging prophylactics like nirsevimab aiming to optimize RSV prophylaxis and improve preterm infant outcomes.