The escalating rates of obesity and type 2 diabetes have reached pandemic proportions. It has been proposed that the risk of developing metabolic disorders in adult life is influenced by environmental factors, which operate during the early periods of development. We have previously shown that an interaction between the prenatal and the postnatal dietary environment amplifies the propensity towards diet-induced obesity, although the mechanisms are unclear. In the present study, we investigated the interaction between prenatal undernutrition and postnatal high-fat nutrition on key genes of the hypothalamic appetite regulatory network. Pregnant Wistar rats were fed a standard chow diet either ad libitum (AD) or at 30% of AD intake throughout gestation (UN). From weaning, female AD and UN offspring were fed either a standard chow (ADC n = 8, UNC n = 8) or a high-fat diet (45% kcal as fat; ADHF n = 8, UNHF n = 8) ad libitum for the remainder of the study. At 24 weeks of age, body composition was assessed by dual energy X-ray absorptiometry analysis and total RNA was extracted from whole rat hypothalami. Real-time PCR was performed to characterise pro-opiomelanocortin (POMC), neuropeptide Y (NPY), agouti-related protein (AgRP) and OBRb gene expression at the mRNA level. Our results demonstrate that the amplification of postnatal obesity develops as a consequence of an interaction between prenatal under-nutrition and postnatal high-fat nutrition. This phenotype also shows significant alterations in POMC, NPY, AgRP and OBRb gene expression together with elevations in circulating levels of both plasma leptin and insulin. These findings are consistent with the predictive adaptive response hypothesis that neuroendocrine development during fetal life may be based on predictions about postnatal environmental conditions. Increased susceptibility to diet-induced obesity develops if a mismatch between the anticipated and the actual conditions are encountered.