Central innate immunity assists time-dependent neurodevelopment by recruiting and interacting with peripheral immune cells. Microglia are the major player of central innate immunity integrating peripheral signals arising from the circumventricular regions lacking the blood-brain barrier (BBB), via neural afferent pathways such as the vagal nerve and also by choroid plexus into the brain ventricles. Defective and/or unrestrained activation of central and peripheral immunity during embryonic development might set an aberrant connectome establishment and brain function, leading to major psychiatric disorders in postnatal stages. Molecular candidates leading to central and peripheral innate immune overactivation identified metabolic substrates and lipid species as major contributors of immunological priming, supporting the role of a metabolic flexibility node during trained immunity. Mechanistically, trained immunity is established by an epigenetic program including DNA methylation and histone acetylation, as the major molecular epigenetic signatures to set immune phenotypes. By definition, immunological training sets reprogramming of innate immune cells, enhancing or repressing immune responses towards a second challenge which potentially might contribute to neurodevelopment disorders. Notably, the innate immune training might be set during pregnancy by maternal immune activation stimuli. In this review, we integrate the most valuable scientific evidence supporting the role of metabolic cues assisting metabolic flexibility, leading to innate immune training during development and its effects on aberrant neurological phenotypes in the offspring. We also add reports supporting the role of methylation and histone acetylation signatures as a major epigenetic mechanism regulating immune training.