Objective: To assess if high frequency jet ventilation (HFJV) is associated with reduced odds of death or discharge home on oxygen in preterm infants. Methods: A case control study (1 February 2010 – 1 June 2014) comparing the primary outcome as “death or discharge home on oxygen” in preterm infants who needed HFJV (Cases) versus those who did not (Controls). Controls were matched to cases (1:1) on gestation, birthweight, gender, place of birth, growth status, antenatal glucocorticoids, and dexamethasone as treatment for severe bronchopulmonary dysplasia (BPD). Logistic regression analysis was used to control for confounders. Results: Data on all preterm infants who needed HFJV (Cases: n = 50) and 50 controls during the study period were analysed. Primary outcome was more frequent in cases versus controls, but not significant after adjusting for mean airway pressure and adjuvant therapy (e.g. diuretics) [aOR: 1.46 (0.23–9.14), p = .687]. Death before discharge [odds ratios (OR): 6.00 (1.34–55.2), p = .013] was more frequent in cases; discharge on home oxygen [OR: 0.88 (0.27–2.76), p = 1.000] was comparable between groups. Duration of oxygen [adjusted hazard ratios (aHR): 1.23 (0.69–2.17), p = .475] and incidence of treatment warranting retinopathy of prematurity [aOR: 0.10 (0.01–1.96), p = .127] was not significant between cases versus controls. Conclusions: HFJV was not associated with reduced odds of death or discharge home on oxygen in preterm infants in our study. Adequately powered randomized trials are required to assess the efficacy and safety of HFJV in preterm infants.