Background: Smoking is practiced worldwide for both men and women, and it is associated with different diseases and deleterious effects on gestational products, chiefly during pregnancy. Epigenetic alterations induced by cigarette smoke must be related to perinatal abnormalities. Methods: 219 pregnant women, aged 16 to 34 years, with or without a history of cigarette consumption (1–5/day) during the first trimester of pregnancy and their offspring were studied in this work. A validated dietary questionnaire was used to estimate daily consumptions of macronutrients and micronutrients, including total energy, during pregnancy. As a marker of DNA damage, 8-hydroxy-2’-deoxyguanosine (8-OHdG) levels were determined in plasma of women, before delivery, in umbilical cord blood after delivery, in the new-borns. The proportion of methylated DNA in the placentas (metDNA) was determined by ultra-high-performance liquid chromatography coupled with high-resolution mass spectrometry (UPLC-HRMS). Results: Non-significant differences were observed between smoking and non-smoking women groups, or between the new-borns groups (p > 0.05). Smoking women showed up higher intakes of vitamins, lipids, proteins, and carbohydrates in comparison with non-smoking women (p < 0.01). 8-OHdG levels correlated among the mothers and new-borns (p = 5.386e-15) and were lower in the smoking binomials in comparison with non-smoking binomials (β = −1.20 to −64). Negative correlations were found between micronutrients and macronutrients but Vitamin C, and 8-OHdG levels of the women (p < 0.01). However, the new-borns 8-OHdG correlated with proteins, vitamin A, and vitamin B12 (p < 0.05). Cigarettes consumed per day correlated to the 8-8HdG levels (Rho = −0.247, p = 0.012), alcohol consumption (Rho = 0.219, p = 0.001), to macronutrients (Rho = 212 to 332, p < 0.01), micronutrients (Rho = 186 to 289, p < 0.01), and to energy (Rho = 0.286, p = 0.001). Finally, metDNA deceased in the smoking women than in the non-smoking women (β = −0.12, p < 0.05), and correlated with the number of cigarettes consumed per day (Rho = −0.229, p = 0.009). Conclusion: Cigarette smoking alters metDNA levels of the placenta, however, their clinical effects come out over years or transgenerationally.