Most very preterm infants have difficulty aerating their lungs and require respiratory support at birth. Currently in clinical practice, non-invasive ventilation in the form of continuous positive airway pressure (CPAP) and positive pressure ventilation (PPV) is applied via facemask. As most very preterm infants breathe weakly and unnoticed at birth, PPV is often administered. PPV is, however, frequently ineffective due to pressure settings, mask leak and airway obstruction. Meanwhile, high positive inspiratory pressures and spontaneous breathing coinciding with inflations can generate high tidal volumes. Evidence from preclinical studies demonstrates that high tidal volumes can be injurious to the lungs and brains of premature newborns. To reduce the need for PPV in the delivery room, it should be considered to optimise spontaneous breathing with CPAP. CPAP is recommended in guidelines and commonly used in the delivery room after a period of PPV, but little data is available on the ideal CPAP strategy and CPAP delivering devices and interfaces used in the delivery room. This narrative review summarises the currently available evidence for why PPV can be inadequate at birth and what is known about different CPAP strategies, devices and interfaces used the delivery room.