<p>Exposure during pregnancy has a significant impact on foetal programming and can have long-term health effects. The rising levels of air pollution worldwide, in tandem with their substantial impact on human health, highlight the need for a better understanding of the molecular mechanisms by which air pollutants cause harm to developing foetuses and epigenetic modifications are one such important mechanism. The placenta is crucial for foetal programming throughout pregnancy; it controls the environment inside the womb and serves as a gatekeeper for the passage of waste products and nutrients between the mother and the developing foetus. Air pollutants, including heavy metals, can enter the placenta during pregnancy and lead to changes in DNA methylation patterns, histone modification, and non-coding RNA regulation, resulting in alterations in placental function and foetal programming. Further, the prenatal exposure to air pollutants may cause both global and locus-specific changes in epigenetic marks, which may affect gene expression and metabolic pathways required for proper foetal development. This review highlights the effect of prenatal exposure to air pollutants, including heavy metals, on foetal development and disease susceptibility while also examining the state of knowledge about epigenetic changes linked to this exposure, as well as its emphasis on determining windows of vulnerability and how these changes contribute to adverse birth outcomes.</p>