Maternal obesity in pregnancy is a pro-inflammatory condition exposing the fetus to an adverse environment. Here, we tested associations of maternal obesity (primary exposures: BMI, leptin) and metabolic parameters (secondary exposures: glucose, C-peptide, and insulin sensitivity) with total serum concentrations of fatty acids in the first trimester of human pregnancy. This cross-sectional study included 123 non-smoking women with singleton pregnancy. In maternal serum, cotinine, leptin, and C-peptide (ELISA), glucose (hexokinase-based test) and fatty acids (gas chromatography) were quantified, and the insulin sensitivity index (ISHOMA) was calculated. Concentrations of fatty acid classes and total fatty acids did not differ between BMI or leptin categories. However, n-3 polyunsaturated fatty acids (PUFA) were decreased in the category with the highest C-peptide concentration (n-3 PUFA: CI −35.82–−6.28, p < 0.006) and in the lowest ISHOMA category (n-3 PUFA: CI −36.48–−5.61, p < 0.008). In a subcohort, in which fetal sex was determined (RT-qPCR of placental tissue), C-peptide was significantly associated with docosahexaenoic acid (DHA) in mothers bearing a female (n = 46), but not male (n = 37) fetus. In conclusion, pregnant women with high fasting C-peptide and low ISHOMA had decreased n-3 PUFA, and DHA was lower with higher C-peptide only in mothers bearing a female fetus.