The rates of obesity and being overweight are increasing all around the world, especially among women of childbearing age, in part due to overconsumption of lipids. The aim of this summary review was to present the cellular and molecular effects of a hyperlipidic high-cholesterol (H) diet on the maternal and offspring phenotype at the early embryonic, neonatal, weaning and adult stages while considering the effects of sex and to identify the window(s) of vulnerability linked to this exposure in a rabbit model. Before breeding, the H diet induced dyslipidemia and aortic atherosclerosis lesions and increased the number of atretic follicles. In the offspring, the H diet disrupted the embryonic phenotype and induced fetal hypotrophy associated with sex-specific disturbances of the feto-placental unit. In adulthood, the offspring of the H dams were heavier and hyperphagic and had increased blood pressure associated with disturbed gonadal development in both sexes. Vulnerability windows were explored via embryo transfers. The maternal gestational diet was shown to play a key role in the feto-placental phenotype, and preconception programming was unquestionably also observed. These two periods could represent windows of intervention in the context of obesity or being overweight to limit fetal and placental consequences.