During pregnancy, appropriate nutritional support is necessary for the development of the foetus. Maternal nutrition might protect the foetus from toxic agents such as free radicals due to its antioxidant content. In this study, 90 mothers and their children were recruited. DNA damage mediated by oxidative stress (OS) was determined by the levels of 8-hidroxy-2′-deoxyguanosine (8-OHdG) in the plasma of women and umbilical cord blood. The mothers and newborns were categorised into tertiles according to their 8-OHdG levels for further comparison. No relevant clinical differences were observed in each group. A strong correlation was observed in the mother–newborn binomial for 8-OHdG levels (Rho = 0.694, p < 0.001). In the binomial, a lower level of 8-OHdG was associated with higher consumption of calories, carbohydrates, lipids, and vitamin A (p < 0.05). In addition, the levels of 8-OHdG were only significantly lower in newborns from mothers with a higher consumption of vitamin A and E (p < 0.01). These findings were confirmed by a significant negative correlation between the 8-OHdG levels of newborns and the maternal consumption of vitamins A and E, but not C (Rho = −0.445 (p < 0.001), −0.281 (p = 0.007), and −0.120 (p = 0.257), respectively). Multiple regression analysis showed that the 8-OHdG levels in mothers and newborns inversely correlated with vitamin A (β = −1.26 (p = 0.016) and −2.17 (p < 0.001), respectively) and pregestational body mass index (β = −1.04 (p = 0.007) and −0.977 (p = 0.008), respectively). In conclusion, maternal consumption of vitamins A and E, but not C, might protect newborns from DNA damage mediated by OS.