Tests on rats showed those born to mothers fed a high-fat diet had many more brain cells specialised to produce appetite-stimulating proteins.
The Rockefeller University team say the finding may help explain why obesity rates have soared in recent years.
Previous research on adult animals had shown that when fats known as triglycerides circulate in the blood they stimulate the production of proteins in the brain known as orexigenic peptides, which in turn stimulate the appetite.
The latest study suggests exposure to triglycerides from the mother's diet has the same effect on the developing foetal brain - and that the effect then lasts throughout the offspring's life.