Pregnancy is an extremely stressful period in a pregnant woman’s life. Currently, women’s awareness of the proper course of pregnancy and its possible complications is constantly growing. Therefore, a significant percentage of women increasingly reach for various dietary supplements during gestation. Some of the most popular substances included in multi-ingredient supplements are folic acid and choline. Those substances are associated with positive effects on fetal intrauterine development and fewer possible pregnancy-associated complications. Recently, more and more attention has been paid to the impacts of specific environmental factors, such as diet, stress, physical activity, etc., on epigenetic modifications, understood as changes occurring in gene expression without the direct alteration of DNA sequences. Substances such as folic acid and choline may participate in epigenetic modifications by acting via a one-carbon cycle, leading to the methyl-group donor formation. Those nutrients may indirectly impact genome phenotype by influencing the process of DNA methylation. This review article presents the current state of knowledge on the use of folic acid and choline supplementation during pregnancy, taking into account their impacts on the maternal–fetal unit and possible pregnancy outcomes, and determining possible mechanisms of action, with particular emphasis on their possible impacts on epigenetic modifications.