To analyze the risk factors and the adverse outcomes of failure in non-invasive continuous positive airway pressure (CPAP) as the initial respiratory support in very preterm infants with gestational age at birth <32 weeks. This multicenter prospective cohort study was conducted from January 1, 2019 to December 31, 2019 based on the data from Shandong Neonatal Network (SNN). Perinatal information, clinical treatment, and the short-term outcomes of very preterm infants with gestational age at birth of 25-31 weeks in 30 neonatal intensive care units (NICU) in SNN were collected. The very preterm infants with non-invasive CPAP as the initial respiratory support were divided into the group of non-invasive CPAP failure and the group of non-invasive CPAP success. The difference in the risk factors between the two groups were tested by χ test or Fisher exact and the Mann-Whitney test, followed by Logistic regression analysis for all the risk factors with statistically significant difference. A total of 1 040 very preterm infants were included in this study, including 577 males (55.5%) and 463 females (44.5%). There were 195 cases (18.8%) with gestational age of 25-28 weeks, 845 cases (81.2%) with gestational age of 29-31 weeks, 81 cases (7.8%) with birth weight<1 000 g and 959 cases (92.2%) with birth weight≥1 000 g. Overall, the rate of CPAP success (=902, 86.7%) was higher than that of CPAP failure (=138, 13.3%). The incidence of CPAP failure was 24.6% (48/195) and 10.7% (90/845) respectively for infants with gestational age of 25-28 weeks and of 29-31 weeks. The Logistic regression analysis showed that smaller gestational age at birth, maternal gestational hypertension disease, and severe respiratory distress syndrome (RDS, grade Ⅲ-Ⅳ) requiring pulmonary surfactant (PS) for more than twice and fraction of inspired oxygen (FiO)>0.30 after birth were independent risk factors for the failure of initially used non-invasive CPAP (=0.718, 1.847, 4.003, 6.712, 1.948; 95%:0.590-0.873, 1.130-3.018, 2.435-6.579, 3.160-14.259, 1.189-3.192; all <0.05). The incidence of adverse outcomes in the group of failure was significantly higher than in the group of success, including death, neonatal pulmonary hemorrhage, moderate or severe broncho pulmonary dysplasia (BPD), and severe intraventricular hemorrhage (IVH) (=4.436, 26.393, 1.998, 4.545; 95%:2.106-9.344, 9.690-71.885, 1.031-3.875, 1.615-12.795; all <0.05). The very preterm infants with gestational age at birth<32 weeks have a higher incidence of major adverse outcomes after the failure of initially used non-invasive CPAP. Smaller gestational age at birth, maternal gestational hypertension disease and severe RDS (grade Ⅲ-Ⅳ) requiring PS for more than twice and FiO>0.30 after birth are independent risk factors for the failure of initially used non-invasive CPAP.