Infant cry characteristics reflect the development and possibly the integrity of the central nervous system. This study evaluates the distress occurring during cry in preterm newborn infants, as related to decrease of central blood oxygenation. A recording system was developed, that allows synchronised, non-invasive monitoring of blood oxygenation and audio recordings of newborn infant's cry. Cry episodes were identified by an automatic system allowing further analysis of the changes induced by the cry episodes on the oxygen saturation level in the central nervous system. Specifically, decrease in the oxygenation level appears during a cry episode, followed by recovery of the oxygenation after the cry episode is over. In the present work we compare a group of preterm infants with a control group of full term newborns in order to detect possible differences between the two sets of patients.Results indicate that a similar decrease in oxygenation level occurs in both groups of patients, but the recovery time after the crying episode is more stable and rapid in full term newborns than in preterm ones. This could prove useful for clinicians and nurses in the prevention of developmental diseases for this class of patients.