Background/Objectives: This study investigates the effects of a high-fat diet (HFD) during pregnancy and lactation on maternal and offspring health, focusing on behavioral, metabolic, and fatty acid composition outcomes in a rat model. Methods: Twelve female Sprague-Dawley rats were fed either a control diet, CD (n = 6), or HFD (n = 6) for 12 weeks, encompassing mating, gestation, and lactation periods (18 weeks). Anxiety-like behavior, maternal behavior, depression-like behavior, and social play were studied. Post mortem, the liver function, hepatic steatosis, and fatty acid composition (erythrocytes, liver, adipose tissue) were evaluated. In regard to desaturase enzymes (Delta-6D and Delta-5D), liver activity, protein mass, and gene expression (RT-PCR) were analyzed. Additionally, gene expression of PPAR-alpha, ACOX, CPT1-alpha, SREBP-1c, ACC, and FAS was assessed. Statistical analysis was performed using Student's t-test, mean +/- SD (p < 0.05). Results: The HFD significantly increased maternal weight and anxiety-like behavior while reducing social interactions exclusively in male offspring (p < 0.05). It also led to a significant decrease in the synthesis and content of n-3 PUFAs in the analyzed tissues, induced hepatic steatosis, and upregulated the expression of pro-lipogenic genes in the maternal liver. Conclusions: These findings suggest that long-term HFD consumption alters tissue fatty acid composition, disrupts metabolic homeostasis, and contributes to behavioral changes, increasing anxiety-like behaviors in pregnant dams and reducing social interactions in male offspring. Overall, this study provides further insight into the detrimental effects of HFD consumption during the perinatal period.