The early stage of development is a vulnerable period for progeny neurodevelopment, altering cytogenetic and correct cerebral functionality. The exposure High-Fat Diet (HFD) is a factor that impacts the future mental health of individuals. This review analyzes possible mechanisms involved in the development of mood disorders in adulthood because of maternal HFD intake during gestation and lactation, considering previously reported findings in the last five years, both in humans and animal models. Maternal HFD could induce alterations in mood regulation, reported as increased stress response, anxiety-like behavior, and depressive-like behavior. These changes were mostly related to HPA axis dysregulations and neuroinflammatory responses. In conclusion, there could be a relationship between HFD consumption during the early stages of life and the development of psychopathologies during adulthood. These findings provide guidelines for the understanding of possible mechanisms involved in mood disorders, however, there is still a need for more human clinical studies that provide evidence to improve the understanding of maternal nutrition and future mental health outcomes in the offspring.