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1. Early postnatal events might play a critical role in the development of cardiorespiratory diseases of prematurity. Although the exact mechanism is unknown, capillary leakage resulting in increased interstitial fluid volume has been postulated to play a critical role. We investigated the effects of capillary leakage, induced by a volume load, on cardiopulmonary and systemic haemodynamics immediately after preterm delivery.2. Fetal sheep were instrumented at 129 days gestation, delivered and ventilated. After 15 min, lambs in the volume load group received intravenous saline (50 mL/kg) infused over 10 min; control lambs received no infusion. At 30 min, lambs underwent a pulmonary challenge by increasing positive end-expiratory pressure (PEEP) by 2 cmH2O every 10 min to 10 cmH2O, with similar decrements back to baseline PEEP. Pulmonary blood flow (PBF) and arterial pressures were recorded in real-time and cardiovascular variables were measured by Doppler echocardiography.3. Total protein concentration in the bronchoalveolar-lavage fluid was higher in volume load lambs compared with controls, and histological interstitial fluid retention was evident in volume load lambs, both indicative of capillary leak. PBF increased immediately after the volume load, but PBF, pulmonary and systemic arterial pressures, and oxygenation all deteriorated during the PEEP challenge compared with controls, coinciding with an increase in downstream pulmonary resistance. Three of six volume load lambs had pulmonary haemorrhage, which was not observed in control lambs.4. Capillary leakage had moderate effects, but subsequent high levels of PEEP had significant negative effects on cardiopulmonary and respiratory function in preterm lambs. Capillary leakage might contribute to postnatal cardiopulmonary failure in preterm infants.