Compelling evidence suggests that maternal mental health in pregnancy can influence fetal development. The imprinted genes, insulin-like growth factor 2 (IGF2) and H19, are involved in fetal growth and each is regulated by DNA methylation. This study aimed to determine the association between maternal mental well-being during pregnancy and differentially methylated regions (DMRs) of IGF2 (DMR0) and the IGF2/H19 imprinting control region (ICR) in newborn offspring. Maternal depression, anxiety and perceived stress were assessed at 28 weeks of pregnancy in the Barwon Infant Study (n=576). DNA methylation was measured in purified cord blood mononuclear cells using the Sequenom MassArray Platform. Maternal anxiety was associated with a decrease in average ICR methylation (Δ=−2.23% 95% CI=−3.68 to −0.77%), and across all six of the individual CpG units in anxious compared with non-anxious groups. Birth weight and sex modified the association between prenatal anxiety and infant methylation. When stratified into lower (⩽3530 g) and higher (>3530 g) birth weight groups using the median birth weight, there was a stronger association between anxiety and ICR methylation in the lower birth weight group (Δ=−3.89% 95% CI=−6.06 to −1.72%), with no association in the higher birth weight group. When stratified by infant sex, there was a stronger association in female infants (Δ=−3.70% 95% CI=−5.90 to −1.51%) and no association in males. All the linear regression models were adjusted for maternal age, smoking and folate intake. These findings show that maternal anxiety in pregnancy is associated with decreased IGF2/H19 ICR DNA methylation in progeny at birth, particularly in female, low birth weight neonates. ICR methylation may help link poor maternal mental health and adverse birth outcomes, but further investigation is needed.