Environmental pollution of megacities can cause early biological damage such as DNA strand breaks and micronuclei formation. Comet assay tail length (TL) reflects exposure in the uterus to high levels of air pollution, primarily ozone and air particles (PM10), including mothers’ smoking habits during pregnancy, conditions which can lead to low birth weight. In this biomonitoring study, we evaluated basal DNA damage in the cord blood cells of newborn children from Mexico City. We found a correlation between DNA damage in mothers and their newborns, including various parameters of environmental exposure and complications during pregnancy, particularly respiratory difficulties, malformations, obstetric trauma, neuropathies, and nutritional deficiencies. Mothers living in the southern part of the city showed double DNA damage compared to those living in the northern part (TL 8.64 μm vs. 4.18 μm, p < 0.05). Additionally, mothers’ DNA damage correlates with exposure to NOx (range 0.77–1.52 ppm) and PM10 (range 58.32–75.89 μg/m3), as well maternal age >29. These results highlight the sensitivity of the comet assay in identifying differential in utero exposure for newborns whose mothers were exposed during pregnancy. They also suggest the importance of antioxidants during pregnancy and the role of the placental barrier in protecting the newborn from the DNA-damaging effects of oxidative pollution.