Background and Objectives: Cardiovascular disease risk can exist in utero, influenced by maternal health factors. This study evaluates maternal characteristics and biochemical markers that correlate with the fetal intima–media thickness (IMT), aiming to identify interventions that could minimize prenatal influences on later cardiovascular disease. Methods: In this observational study approved by the Institutional Review Board at The Obstetrics and Gynecology Clinic of the Timisoara Municipal Emergency Hospital, we recruited pregnant women aged 15–40 years, divided into groups based on their lipid profiles and gestational diabetes risk. The data collection had, as its main focus, ultrasound measurements, along with demographic, clinical, and biochemical parameters. The IMT of the fetal abdominal aorta was measured at 28 weeks of gestation. Results: Notable differences were observed in the TNF-alpha levels (8.66 ± 3.87 pg/mL vs. 4.96 ± 3.37 pg/mL), hsCRP levels (0.94 ± 0.46 mg/L vs. 0.60 ± 0.52 mg/L), and the area under the curve (AUC) for hsCRP at 0.738 with a sensitivity of 84.41% and specificity of 79.01%. Compound score 2, integrating inflammatory markers and lipid profiles, exhibited a good diagnostic accuracy (AUC = 0.789) with a sensitivity of 86.35% and specificity of 81.42%. A regression analysis indicated strong associations of TNF-alpha and hsCRP with an increased fetal IMT, suggesting potential early markers of cardiovascular risk, presenting hazard ratios (HRs) of 2.21 (95% CI: 1.15–5.28) and 2.87 (95% CI: 1.11–4.23), respectively, both with p-values of less than 0.0001. Compound score 2 further indicated an increased risk (HR = 4.27; 95% CI: 1.19–8.32). Conclusions: Statistically significant correlations were found between an increased fetal IMT and elevated maternal inflammatory markers (TNF-alpha and hsCRP), suggesting that these could serve as early indicators of cardiovascular risk. This study supports the potential for targeted prenatal interventions to reduce cardiovascular risk factors from the fetal stage, emphasizing the importance of monitoring inflammatory markers in pregnant women at risk.