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Purpose: This study aims to (1) describe the health-related quality of life (HRQoL) outcomes experienced by children born very preterm (28–31 weeks' gestation) and extremely preterm (< 28 weeks' gestation) at five years of age and (2) explore the mediation effects of bronchopulmonary dysplasia (BPD) and severe non-respiratory neonatal morbidity on those outcomes. Methods: This investigation was based on data for 3687 children born at < 32 weeks' gestation that contributed to the EPICE and SHIPS studies conducted in 19 regions across 11 European countries. Descriptive statistics and multi-level ordinary linear squares (OLS) regression were used to explore the association between perinatal and sociodemographic characteristics and PedsQL™ GCS scores. A mediation analysis that applied generalised structural equation modelling explored the association between potential mediators and PedsQL™ GCS scores. Results: The multi-level OLS regression (fully adjusted model) revealed that birth at < 26 weeks' gestation, BPD status and experience of severe non-respiratory morbidity were associated with mean decrements in the total PedsQL™ GCS score of 0.35, 3.71 and 5.87, respectively. The mediation analysis revealed that the indirect effects of BPD and severe non-respiratory morbidity on the total PedsQL™ GCS score translated into decrements of 1.73 and 17.56, respectively, at < 26 weeks' gestation; 0.99 and 10.95, respectively, at 26–27 weeks' gestation; and 0.34 and 4.80, respectively, at 28–29 weeks' gestation (referent: birth at 30–31 weeks' gestation). Conclusion: The findings suggest that HRQoL is particularly impaired by extremely preterm birth and the concomitant complications of preterm birth such as BPD and severe non-respiratory morbidity. [ABSTRACT FROM AUTHOR]