In utero exposures to environmental factors may result in persistent epigenetic modifications affecting normal development and susceptibility to chronic diseases in later life. We explored the relationship between exposure of the growing fetus to maternal depression or antidepressants and DNA methylation at two differentially methylated regions (DMRs) of the imprinted Insulin-like Growth Factor 2 (IGF2) gene. Aberrant DNA methylation at the IGF2 and neighboring H19 DMRs has been associated with deregulated IGF2 expression, childhood cancers and several chronic diseases during adulthood. Our study population is comprised of pregnant mothers and their newborns (n = 436), as part of the Newborn Epigenetics Study (NEST). A standardized questionnaire was completed and medical record data were abstracted to ascertain maternal depression and antidepressive drug use. DMR methylation levels in umbilical cord blood leukocytes were quantified using pyrosequencing. From the 436 newborns, laboratory data were obtained for 356 individuals at the IGF2 DMRs, and for 411 individuals at the H19 DMRs; about half of each group was African American or Caucasian. While overall no association between depression and methylation profiles was found, we observed a significant hypermethylation of the H19 DMRs in newborns of African American (n = 177) but not Caucasian (n = 168) mothers who reported the use of antidepressive drugs during pregnancy (β = +6.89, p = 0.01). Of note, our data reveal a race-independent association between smoking during pregnancy and methylation at the IGF2 DMR (+3.05%, p = 0.01). In conclusion, our findings suggest a race-dependent response related to maternal use of antidepressants at one of the IGF2 DMRs in the offspring.