In preterm infants, a better understanding and quantification of cardiorespiratory coupling may help improve caregiving by enabling the tracking of maturational changes and subclinical signatures of disease. Therefore, in a study of 20 preterm infants admitted to a neonatal intensive care unit, we analyzed the cardiac and respiratory regulatory mechanisms as well as the coupling between them. In particular, we selectively analyzed coupling from changes in heart rate to respiratory oscillations as well as coupling from respiratory oscillations to the heart rate. Furthermore, we stratified this coupling based on decelerations and accelerations of the heart rate and by inspiration and expiration during respiration while contrasting periods of kangaroo care, an intervention known to enhance autonomic regulation, with periods in the incubator. We identified that preterm infants exhibit cardiorespiratory coupling that is nonsymmetric with regard to the direction of coupling. We demonstrate coupling from decelerations and accelerations of the heart rate to exhalation and inhalation, respectively, both on a beat-to-beat basis as well as with sustained decelerations and accelerations. On the other hand, on average, we also observed coupling from both inspiration and expiration to marginal decelerations in the heart rate. These phenomena, especially coupling from the changes in the heart rate to respiratory oscillations, were sensitive to whether the infant was receiving kangaroo care.