Epidemiological studies initially demonstrated that maternal undernutrition leading to low birth weight may predispose for energy balance disorders throughout life. High birth weight due to maternal obesity or diabetes, inappropriate early post-natal nutrition and rapid catch-up growth may also sensitise to increased risk of obesity. As stated by the Developmental Origin of Health and Disease concept, the perinatal perturbation of foetus/neonate nutrient supply might be a crucial determinant of individual programming of body weight set point. The hypothalamus-adipose axis plays a pivotal role in the maintenance of energy homoeostasis controlling the nutritional status and energy storage level. The perinatal period largely corresponds to the period of brain maturation, neuronal differentiation and active adipogenesis in rodents. Numerous dams and/or foetus/neonate dietary manipulation models were developed to investigate the mechanisms underlying perinatal programming in rodents. These models showed several common offspring hypothalamic consequences such as impaired neurogenesis, neuronal functionality, nuclei structural organisation and feeding circuitry hardwiring. These alterations led to a persistent reprogrammed appetite system that favoured the orexigenic pathways, leptin/insulin resistance and hyperphagia. Impaired hypothalamic sympathetic outflow to adipose tissue and/or reduced innervation may also account for modified fat cell metabolism. Thus, enhanced adipogenesis and/or lipogenesis capacities may predispose the offspring to fat accumulation. Abnormal hypothalamus-adipose axis circadian rhythms were also evidenced. This review mainly focuses on studies in rodents. It highlights hormonal and epigenetic mechanisms responsible for long-lasting programming of energy balance in the offspring. Dietary supplementation may provide a therapeutic option using a specific regimen for reversing adverse programming outcomes in humans.