Thalamocortical connections are crucial for relaying sensory information in the brain and facilitate essential functions including motor skills, emotion, and cognition. Emerging evidence suggests that thalamocortical connections are organised along spatial gradients that may reflect their sequential formation during early brain development. However, this has not been extensively characterised in humans. To examine early thalamocortical development, we analysed diffusion MRI data from 345 infants, scanned between 29 and 45 weeks gestational age. Using diffusion tractography, we mapped thalamocortical connectivity in each neonate and used Principal Component Analysis to extract shared spatial patterns of connectivity. We identified a primary axis of connectivity that varied along an anterior/medial to posterior/lateral gradient within the thalamus, with corresponding projections to cortical areas varying along a rostral-caudal direction. The primary patterns of thalamocortical connectivity were present at 30 weeks’ gestational age and gradually refined during gestation. This refinement was largely driven by the maturation of connections between the thalamus and cortical association areas. Differences in thalamocortical connectivity between preterm and term neonates were only weakly related to primary thalamocortical gradients, suggesting a relative preservation of these features following premature birth. Overall, our results indicate that the organisation of structural thalamocortical connections is highly conserved across individuals, develops early in gestation, and gradually matures with age.