Background/Objectives: Studies in high income countries show that despite the positive association of weight with socioeconomic position at birth, an inverse socioeconomic gradient in overweight (OW) appears later in childhood. The objectives were to understand the natural history of socioeconomic inequalities in weight, height and body mass index (BMI), by investigating their associations with maternal educational level between birth and five years, separately in boys and girls. Subjects/Methods: A published work of growth modelling between birth and 5 years allowed us to calculate predicted weight, height and BMI at 1 month, 6 months, 1, 3 and 5 years for 1735 children from the French EDEN mother-child cohort. Associations between maternal education and predicted measures of body size were analysed with marginal linear and logistic models, stratified by sex. Results: In girls, despite a positive association between maternal education and birthweight, an inverse socioeconomic gradient was observed as early as 1 month for BMI. Girls whose mothers had low education levels were shorter on the whole than their counterparts with better-educated mothers, despite their similar weights. In boys, no socioeconomic gradient in BMI was observed at any age, including birth, but positive associations were found as early as 1 month for both weight and height. Conclusion: The emergence of an inverse socioeconomic gradient in BMI and OW apparently results from a complex pattern of socioeconomic inequalities in weight and height from 1 month onwards. The very start of life thus appears to be an important window of opportunity for addressing socioeconomic inequalities in growth.