Maternal body mass index (BMI) and gestational weight gain (GWG) impacts both the mother's and the child's health, and epigenetic modifications have been suggested to mediate some of these effects in offspring. This systematic review aimed to summarize the current literature on associations between maternal BMI and GWG and epigenetic marks. We performed systematic searches in PubMed and EMBASE and manual searches of reference lists. We included 49 studies exploring the association between maternal BMI and/or GWG and DNA methylation or miRNA; 7 performed in maternal tissues, 13 in placental tissue and 38 in different offspring tissues. The most consistent findings were reported for the relationship between maternal BMI, in particular pre-pregnant BMI, and expression of miRNA Let-7d in both maternal blood and placental tissue, methylation of the gene HIF3A in umbilical cord blood and umbilical tissue, and with expression in the miR-210 target gene, BDNF in placental tissue and cord blood. Correspondingly, methylation of BDNF was also found in placental tissue and cord blood. The current evidence suggests that maternal BMI is associated with some epigenetic signatures in the mother, the placenta and her offspring, which could indicate that some of the effects proposed by the Developmental Origins of Health and Disease-hypothesis may be mediated by epigenetic marks. In conclusion, there is a need for large, well-designed studies and meta-analyses that can clarify the relationship between BMI, GWG and epigenetic changes.