Metabolic changes in pregnant women begin in the first weeks after conception under the influence of placental hormones that affect the metabolism of all nutrients. An increased concentration of total lipids accompanies pregnancy and an increased accumulation of triglycerides in low-density lipoproteins (LDL) particles. Lipids in small dense LDL particles are more susceptible to oxidative modification than normal-density LDL particles. Unlike LDL high-density lipoproteins (HDL), lipoprotein particles have an atheroprotective role in lipid metabolism. The very growth of the fetus depends on the nutrition of both parents, so obesity is not only in the mother but also in the father. Nutritional programming of the offspring occurs through changes in lipid metabolism and leads to an increased risk for cardiometabolic diseases. Pregnancy is accompanied by an increased need for oxygen in the mitochondria of the placenta and a tendency to develop oxidative stress. Oxidative stress represents a disturbance in the balance of oxidation–reduction processes in the body that occurs due to the excessive production of free oxygen radicals that cellular homeostatic mechanisms are unable to neutralize. When the balance with the antioxidant system is disturbed, which happens when free oxygen radicals are in high concentrations, serious damage to biological molecules occurs, resulting in a series of pathophysiological and pathological changes, including cell death. Therefore, oxidative stress plays a significant role in the pathogenesis of many complications that can occur during pregnancy. The oxidative status of pregnant women is also influenced by socioeconomic living conditions, lifestyle habits, diet, smoking, and exposure to environmental air pollution. During a healthy pregnancy, the altered lipid profile and oxidative stress create an increased risk for premature birth and pregnancy-related diseases, and a predisposition to adult diseases.