We report a case of COVID-19 in a 29-week preterm infant. This child is the youngest reported case of SARS-CoV-2 infection in Malaysia, and to the best of our knowledge, one of the youngest documented cases of established vertical transmission of SARS-CoV-2 reported in literature. Our report highlights the clinical course, timelines of viral shedding by real-time reverse transcription-PCR and antibody seroconversion in a premature infant infected with SARS-CoV-2. In addition, we discuss the challenges faced in managing a preterm infant infected with SARS-CoV-2 and the knowledge gaps that need to be explored.