The intrauterine environment has the potential to ‘program’ the developing fetus in a way that can be potentially deleterious to later health. Whilst in utero environmental/stochastic factors are known to influence DNA methylation profile at birth, it has been difficult to assign specific examples of epigenetic variation to specific environmental exposures. Recently, five studies have linked exposure to smoking with DNA methylation change in the Aryl hydrocarbon receptor repressor (AHRR) gene in blood. This includes hypomethylation of AHRR in neonatal blood in response to maternal smoking in pregnancy. However, the tissue–specificity of the response to maternal smoking, and the stability of the methylation changes early in life remain to be determined. In this study we analysed AHRR methylation in three cell types – cord blood mononuclear cells (CBMCs), buccal epithelia and placenta tissue, from newborn twins of mothers who smoked throughout pregnancy and matched controls. Further, we explored the post-natal stability of this change at 18 months. Our results confirm previous association between maternal smoking and AHRR methylation in neonatal blood. This study expands the region of AHRR methylation altered in response to maternal smoking during pregnancy and reveals the tissue-specific nature of epigenetic responses to environmental exposures in utero. Further, the evidence for postnatal stability of smoking induced epigenetic change supports a role for epigenetics as a mediator of long term effects of specific in utero exposures in humans. Longitudinal analysis of further specific exposures in larger cohorts is required to examine the extent of this phenomenon in humans.