There is great interest in the role epigenetic variation induced by non-genetic exposures may play in the context of health and disease. In particular, DNA methylation has previously been shown to be highly dynamic during the earliest stages of development and is influenced by in utero exposures such as maternal smoking and medication. In this study we sought to identify the specific DNA methylation differences in blood associated with prenatal and birth factors, including birth weight, gestational age and maternal smoking. We quantified neonatal methylomic variation in 1263 infants using DNA isolated from a unique collection of archived blood spots taken shortly after birth (mean = 6.08 days; s.d. = 3.24 days). An epigenome-wide association study (EWAS) of gestational age and birth weight identified 4299 and 18 differentially methylated positions (DMPs) respectively, at an experiment-wide significance threshold of p < 1 × 10-7. Our EWAS of maternal smoking during pregnancy identified 110 DMPs in neonatal blood, replicating previously reported genomic loci, including AHRR. Finally, we tested the hypothesis that DNA methylation mediates the relationship between maternal smoking and lower birth weight, finding evidence that methylomic variation at three DMPs may link exposure to outcome. These findings complement an expanding literature on the epigenomic consequences of prenatal exposures and obstetric factors, confirming a link between the maternal environment and gene regulation in neonates. This article is part of the theme issue 'Developing differences: early-life effects and evolutionary medicine'.