While researchers do not know the exact correlation, it is possible that the children whose mothers smoked were deprived of nutrition in the womb, the study said.
The survey was done over a period of nearly two decades by a team led by Zentaro Yamagata, professor at Yamanashi University's School of Medicine.
It covered some 1,400 women in Japan who gave birth between April 1991 and March 1997. The researchers then collected data on about 1,000 of their children when they entered fourth grade at age nine or 10.
The risk of obesity was 2.9 times higher among children whose mothers smoked when they were three months pregnant or in earlier stages of pregnancy compared with children of non-smoking mothers, the study showed.
The results "indicate smoking during pregnancy, even in the early stages, can affect the health of children over a long period of time," Yamagata said.
Researchers can "speculate" that children who had been poorly fed in the womb would stock up on nutrition after they were born, he said.
"But we don't know the truth. What is important here is to stop smoking," he said.
The results of the study were announced at a meeting of public health experts in Japan last week and will be carried in a North American magazine to be published in December.