Prenatal socioeconomic disadvantage (SD) has been linked to DNA methylation (DNAm) in adulthood, but whether such epigenetic alterations are present at birth remains unclear. We carried out an epigenome-wide analysis of the association between several measures of individual- and area-level prenatal SD and DNAm assessed in neonatal cord blood via the Infinium EpicBeadChip among offspring born to mothers of White British (N = 455) and Pakistani (N = 493) origin in the Born in Bradford Study. Models were adjusted for mother’s age, ethnicity, and education level as well as cell-type fractions and then for maternal health behaviours and neonate characteristics, and last, stratified by mother’s ethnicity. P-values were corrected for multiple testing and a permutation-based approach was used to account for small cell sizes. Among all children, housing tenure (owning versus renting) as well as father’s occupation (manual versus non-manual) were each associated with DNAm of one CpG site and index of multiple deprivation (IMD) was associated with DNAm of 11 CpG sites. Among children born to White British mothers, father’s occupation (student or unemployed versus non-manual) was associated with DNAm of 1 CpG site and IMD with DNAm of 3 CpG sites. Among children born to Pakistani mothers, IMD was associated with DNAm of 1 CpG site. Associations were largely unchanged after further adjustment for maternal health behaviours or neonate characteristics and remained statistically significant. Our findings suggest that individual- and area-level prenatal SD may shape alterations to the neonatal epigenome, but associations vary across ethnic groups.