We evaluated neural tube defect (NTD) risk associated with prescription opioid analgesic use during early pregnancy. We conducted a cohort study of liveborn singletons during 2001-2014 among nine U.S. health plans. Risks of medical chart-confirmed primary NTD (anencephaly and select spina bifida) and any NTD (primary and other NTD) were compared among singletons with maternal new use of opioids during 18-56 days after last menstrual period to those with no maternal use during this period or pre-pregnancy. In a sensitivity analysis, singletons exposed during the 2nd or 3rd trimesters only ("negative control exposure") were compared to those never exposed. The main analysis adjusted odds ratio (OR) associated with exposure was 3.0 (95% confidence interval [CI]: 0.7, 12.7) for primary NTD and 2.3 (95% CI: 0.8, 6.7) for any NTD. The sensitivity analysis ORs were similar, 2.4 and 1.6, respectively. Our results do not support or refute the hypothesis that prescription opioid analgesic exposure in early pregnancy increases risk of NTD. Although ORs were increased in the main analysis, the sensitivity analysis suggested the presence of residual confounding. Future studies that are sufficiently powered and adjust for confounders beyond those in the present study are warranted but likely challenging.