Experimental and epidemiological studies suggest that maternal nutritional status during early pregnancy, including the period around the time of conception, may induce long-lasting epigenetic changes in the offspring. However, this remains largely unexplored in livestock. Therefore, the objective of this study was to evaluate if modification of the maternal diet of sheep (CTR: control; UND: 50% undernutrition) during the periconceptional period (42 d in total: -14/+28 from mating), would impact CpG methylation in muscle tissue (Longissimus dorsi) of adult offspring (11.5 mo old). Reduced representation bisulfite sequencing identified 262 (Edge-R, FDR < 0.05) and 686 (logistic regression, FDR < 0.001) differentially methylated regions (DMRs) between the UND and CTR groups. Gene ontology analysis identified genes related to development, functions of the muscular system, and steroid hormone receptor activity within the DMRs. The data reported here show that nutritional stress during early pregnancy leads to epigenetic modifications in the muscle of the resulting offspring, with possible implications for cardiac dysfunction, muscle physiology, and meat production.