Prematurity is associated with perinatal neuroinflammation and injury. Screening for genetic modulators in an LPS murine model of preterm birth revealed the upregulation of Nr4a1, an orphan nuclear transcription factor that is normally absent or limited in embryonic brains. Concurrently, Nr4a1 was downregulated with magnesium sulfate (MgSO4) and betamethasone (BMTZ) treatments administered to LPS exposed dams. To understand the role of Nr4a1 in perinatal brain injury, we compared the preterm neuroinflammatory response in Nr4a1 knockout (KO) versus wild type (wt) mice. Key inflammatory factors Il1b, Il6 and Tnf, and Iba1+ microglia were significantly lower in Nr4a1 KO versus wt brains exposed to LPS in utero. Treatment with MgSO4/BMTZ mitigated the neuroinflammatory process in wt but not Nr4a1 KO brains. These results correspond with a reduction in cerebral hemorrhage in wt but not mutant embryos from dams given MgSO4/BMTZ. Further analysis with Nr4a1-GFP-Cre × tdTomato loxP reporter mice revealed that the upregulation of Nr4a1 with perinatal neuroinflammation occurs in the cerebral vasculature. Altogether, this study implicates Nr4a1 in the developing vasculature as a potent mediator of neuroinflammatory brain injury that occurs with preterm birth. It is also possible that MgSO4/BMTZ mitigates this process by direct or indirect inhibition of Nr4a1.