This study investigated the effect of different prenatal nutrition on the plasma metabolome of Nellore dams and their offspring. For that purpose, three nutritional treatments were used in 126 cows during pregnancy: NP—(control) only mineral supplementation; PP—protein-energy supplementation in the final third; and FP—protein-energy supplementation during the entire pregnancy. Targeted metabolomics were analyzed in plasma at the beginning of pregnancy and in pre-delivery of cows (n = 27) as well as in calves (n = 27, 30 ± 9.6 days of age). Data were analyzed by the analysis of variance, partial least squares discriminant analysis, and the principal component analysis (PCA). The PCA showed a clear clustering in the periods investigated only in cows (early gestation and pre-delivery). We found significant metabolites in both supervised analyses (p < 0.05 and VIP score > 1) for cows (Taurine, Glutamic acid, Histidine, and PC aa C42:2) and for calves (Carnosine, Alanine, and PC aa C26:0). The enrichment analysis revealed biological processes (p < 0.1) common among cows and calves (histidine metabolism and beta-alanine metabolism), which may be indicative of transgenerational epigenetic changes. In general, fetal programming affected mainly the metabolism of amino acids.