Bone health starts with maternal health and nutrition, which influences bone mass and density already in utero. The mechanisms underlying the effect of the intrauterine environment on bone health are partly unknown but certainly include the ‘foetal programming’ of oxidative stress and endocrine systems, which influence later skeletal growth and development. With this narrative review, we describe the current evidence for identifying patients with risk factors for developing osteopenia, today’s management of these populations, and screening and prevention programs based on gestational age, weight, and morbidity. Challenges for bone health prevention include the need for new technologies that are specific and applicable to pregnant women, the foetus, and, later, the newborn. Radiofrequency ultrasound spectrometry (REMS) has proven to be a useful tool in the assessment of bone mineral density (BMD) in pregnant women. Few studies have reported that transmission ultrasound can also be used to assess BMD in newborns. The advantages of this technology in the foetus and newborn are the absence of ionising radiation, ease of use, and, above all, the possibility of performing longitudinal studies from intrauterine to extrauterine life. The use of these technologies already in the intrauterine period could help prevent associated diseases, such as osteoporosis and osteopenia, which are characterised by a reduction in bone mass and degeneration of bone structure and lead to an increased risk of fractures in adulthood with considerable social repercussions for the related direct and indirect costs.