Calves exposed to heat stress during fetal development have impaired postnatal growth, immune function and performance. We hypothesized that in utero heat stress induces differential DNA methylation patterns within the liver and mammary gland that may influence postnatal performance. Bulls and heifers were born to dams housed in shaded barns either with fans and soakers (in utero CL) or without cooling devices (in utero HT), during late gestation (dry period, ~46 d). Bull calves were euthanized at birth and liver samples were collected. Mammary glands (MG) of heifers were biopsied during their first lactation at 21 d in milk. DNA methylation was analyzed (n = 5 bulls, n = 3 heifers per treatment) by double restriction enzyme reduced representation bisulfite sequencing. DNA fragments were bisulfite treated and libraries were sequenced with Illumina HiSeq 4000. Reads were mapped to the bovine genome assembly UMD3.1.1 using Bismark software. Differentially methylated cytosines (DMCs) and regions between CL and HT were identified via logistic regression (25% methylation difference, q-value < 0.05). We obtained on average 249M and 345M cytosines in CG-enriched regions in liver and mammary gland, respectively. On average, 76% of methylated cytosines were in the CG context. In-utero heat stress impacted the epigenome of both liver and MG; in bull calf liver, DMCs were located within genes involved in functions such as cell growth and differentiation (e.g., PTPRU, EBF2), RNA transport, and mRNA splicing (e.g., U6, SNRPG). Except for PTPRU, there were more methylated cytosines in these genes in the in-utero HT bull calves. In the MG of heifers, DMCs were associated with genes involved in signal transduction and cell cycle regulation (e.g., MPZL1, MELK), apoptosis and cell proliferation (e.g., PANX1, RNF122), and formation of cell tight junctions (e.g., CLDN23). Except for MELK and CLDN23, more methylated cytosines occurred in the genes of in utero HT heifers. Our findings point to a possible effect of alternate methylation patterns in calves exposed in utero to heat stress, which may explain the impaired postnatal performance of HT cattle.