Intrauterine growth has health implications both in childhood and adulthood. Birthweight is partially determined by prenatal environmental exposures. We aim to identify important predictors of birthweight out of a set of environmental, built environment exposures, and socioeconomic environment variables during pregnancy (i.e., fine particulate matter (PM2.5), temperature, greenness, walkability, noise, and economic indices). We included all singleton live births of mothers who resided in urban census block-groups and delivered in Massachusetts between 2001 and 2011 (n = 640,659). We used an elastic-net model to select important predictors of birthweight and constructed a multivariate model including the selected predictors, with adjustment for confounders. We additionally used a weighted quantile sum regression to assess the contribution of each exposure to differences in birthweight. All exposures were selected as important predictors of birthweight. In the multivariate model, lower birthweight was significantly associated with lower greenness and with higher temperature, walkability, noise, and segregation of the “high income” group. Treating the exposures individually, nighttime noise had the highest weight in its contribution to lower birthweight. In conclusion, after accounting for individual confounders, maternal environmental exposures, built environment exposures, and socioeconomic environment during pregnancy were important predictors of birthweight, emphasizing the role of these exposures in fetal growth and development.