"Foetal programming" refers to nutritional and hormonal variations during pregnancy. A maternal proper diet has a fundamental role in decreasing pregnancy complications and to prevent possible diseases in postnatal life. In our narrative review, we analyze and discuss the role of malnutrition during pregnancy and its effects on pre-and postnatal development of embryos. Our review proposes a comprehensive and careful analysis of the studies in this field regarding malnutrition and foetal programming. Evidence shows that nutrient imbalance before implantation may result in somatic hypoevolutism at birth, and endocrine and metabolic dysfunctions in postnatal life. In addition, the maternal malnutrition could exert a suppressive effect on the maternal and foetal immune response. It could also affect both the proliferation of myogenic precursors reducing the number of muscle fibres and the future reproductive maturation with possible consequent impaired fertility and quality of gametes. In conclusion, it is necessary to develop dietary strategies to optimize nutrition, not only during pregnancy but already when it is programmed, in order to improve the outcomes of pregnancy, promote growth, healthy child development, reduce the risk of chronic diseases, and slow down the metabolic decline associated with aging.