Introduction: Preterm infants are at high risk for developmental disabilities, and their parents are at increased risk for high stress. Early intervention programs are applied to reduce these adverse outcomes. The primary aim is to compare the efficacy of the novel Explorer Baby early intervention program for the holistic development of preterm infants. The second objective was to compare the stress levels of their mothers. Methods: Randomized clinical trial with 38 weeks–6 months corrected age preterm infants at low risk for cerebral palsy, randomly assigned to experimental (Explorer Baby) or active control neurodevelopmental therapy (NDT) groups. Fifty-seven infants were enrolled in the study, and 51 (26 Explorer Baby, 25 NDT) completed it. Bayley III was used as a primary outcome before, during, and after the intervention. Results: When we compared the changes between the groups before and after therapy, no significant differences were found in any of the primary or secondary outcomes (between-group comparisons). When comparing the changes in both groups before and after therapy (in-group comparison), the Explorer Baby group demonstrated significant improvements in cognitive (Hedges’ g =.83) and explorative language skills (Hedges’ g =.65), whereas the NDT group showed improved parent–child dysfunctional interaction (Hedges’ g = 2.66) between T0–T1 and T0–T2. Conclusions: The Explorer Baby early intervention program may be a preferred option to support premature infants without brain injury, as it shows greater skill acquisition than NDT, although not statistically significant. Both methods are safe as they support premature babies without negatively affecting mothers’ overall stress levels.