The aim of the current study was to examine whether self-control skills in childhood moderate the association between very preterm birth (<32 weeks of gestational age) and emotional problems and peer victimization in adolescence. We used data from four prospective cohort studies, which included 29,378 participants in total (N = 645 very preterm; N = 28,733 full-term). Self-control was mother-reported in childhood at 5–11 years whereas emotional problems and peer victimization were both self- and mother-reported at 12–17 years of age. Findings of individual participant data meta-analysis showed that self-control skills in childhood do not moderate the association between very preterm birth and adolescence emotional problems and peer victimization. It was shown that higher self-control skills in childhood predict lower emotional problems and peer victimization in adolescence similarly in very preterm and full-term borns.