Maternal fat intake during pregnancy affects fetal growth, but mechanisms underlying these relations are unclear. We performed an exploratory study of the associations of fat consumption during pregnancy with cord blood DNA methylation of the Insulin-like Growth Factor 2 (IGF2) and H19 genes. We used data from 96 uncomplicated full-term pregnancies of mothers of whom majority had normal BMI (66%) in Project Viva, a prospective pre-birth cohort. We assessed maternal diet with validated food frequency questionnaires during the first and second trimesters and measured DNA methylation in segments of the IGF2- and H19-differentially methylated regions (DMRs) by pyrosequencing DNA extracted from umbilical cord blood samples. Mean (SD) age was 32.8 (4.1) years and pre-pregnancy BMI was 24.0 (4.4) kg/m . Mean DNA methylation was 56.3% (3.9%) for IGF2-DMR and 44.6% (1.9%) for H19-DMR. Greater first trimester intake of omega-6 polyunsaturated fat (effect per 1% of calories at the expense of carbohydrates) was associated with lower DNA methylation of IGF2-DMR (-1.2%; 95% confidence interval (CI): -2.2%, -0.2%) and higher DNA methylation at H19-DMR (0.8%; 95% CI: 0.3%, 1.3%). On the other hand, greater first trimester intake of omega-3 polyunsaturated fat was associated with lower DNA methylation of the H19-DMR (-4.3%; 95% CI: -7.9%, -0.8%). We did not find significant associations of IGF2 and H19 methylation with IGF2 cord blood levels. Our findings suggest that early prenatal fat intake (omega-3, omega-6, and saturated fatty acids) may influence DNA methylation at the IGF2 and H19 locus, which could impact fetal development and long-term health.