In utero exposure to maternal hyperglycemia and obesity can trigger detrimental effects in the newborn through epigenetic programming. We aimed to assess the DNA methylation levels in the promoters of MC4R and LPL genes from maternal blood, placenta, and buccal swab samples collected in children born to mothers with and without obesity and Gestational Diabetes Mellitus (GDM). A total of 101 Caucasian mother-infant pairs were included in this study. Sociodemographic characteristics, clinical parameters, physical activity, and adherence to the Mediterranean diet were evaluated in the third trimester of pregnancy. Clinical parameters of the newborns were recorded at birth. A negative relationship between MC4R DNA methylation on the fetal side of the GDM placenta and birth weight (r = -0.630, p = 0.011) of newborns was found. MC4R DNA methylation level was lower in newborns of GDM women (CpG1: 2.8% ± 3.0%, CpG2: 3.8% ± 3.3%) as compared to those of mothers without GDM (CpG1: 6.9% ± 6.2%, CpG2: 6.8% ± 5.6%; p < 0.001 and p = 0.0033, respectively), and it was negatively correlated with weight (r = -0.229; p = 0.035), head circumference (r = -0.236; p = 0.030), and length (r = -0.240; p = 0.027) at birth. LPL DNA methylation was higher on the fetal side of the placenta in obese patients as compared to normal-weight patients (66.0% ± 14.4% vs. 55.7% ± 15.2%, p = 0.037), and it was associated with maternal total cholesterol (r = 0.770, p = 0.015) and LDL-c (r = 0.783, p = 0.012). These results support the role of maternal MC4R and LPL methylation in fetal programming and in the future metabolic health of children.