In this article we classify the totally umbilical surfaces which are immersed into a wide class of Riemannian manifolds having a structure of warped product, more precisely, we show that a totally umbilical surface immersed into the warped product M(κ) f × I (here, M(κ) denotes the 2-dimensional space form, having constant curvature κ, I an interval and f the warping function) is invariant by an one-parameter group of isometries of the ambient space. We also find the first integral of the ordinary differential equation that the profile curve satisfies (we mean, the curve which generates a invariant totally umbilical surface). Moreover, we construct explicit examples of totally umbilical surfaces, invariant by one-parameter group of isometries of the ambient space, by considering certain non-trivial warping function.