Pre-term birth elicits long-lasting physiological effects in various organ systems, potentially modulating exercise- and environmental-stress responses. To establish whether adult survivors of pre-term birth respond uniquely to sub-acute high-altitude exposure at rest and during exercise, 17 prematurely-born healthy adults (gestational age textless 32 weeks) and 17 term-born, age- and aerobic-capacity-matched, control participants completed a three-day high-altitude sojourn (3375 m). Whole-body oxygen uptake, pulmonary ventilation and haemodynamic responses, as well as pulse oxygen saturation, brain tissue saturation index (TSI) and skeletal muscle TSI, were measured daily at rest and during moderate-intensity steady-state exercise bouts. In general, the prematurely-born group displayed comparable acclimatisation responses to their term-born counterparts at rest, with similar ventilation and cardiac output observed between groups at each timepoint. Resting brain TSI was however higher in the pre-term than the term-born group upon arrival at high altitude (72 ± 7% vs. 68 ± 3%; d = 1.20). Across all timepoints, pre-term adults displayed lower exercising cardiac output, underpinned by reduced stroke volume (both p = 0.035). Nevertheless, exercising brain TSI (70 ± 6% vs. 66 ± 3%; d = 1.35) and pulse oxygen saturation (85 ± 3% vs. 82 ± 5%; d = 1.52) were higher in the pre-term participants. These findings suggest that healthy prematurely-born adults better maintain brain TSI and pulse oxygen saturation during exercise at high altitude, and that they exhibit comparable sub-acute acclimatisation patterns to their term-born peers in other respects. Importantly, prematurely-born adults should not be discouraged from high-altitude sojourns involving physical activity.