Prenatal exposure to high-energy diets primes brain alterations that increase the risk of developing behavioral and cognitive failures. Alterations in the structure and connectivity of brain involved in learning and memory performance are found in adult obese murine models and in humans. However, the role of prenatal exposure to high-energy diets in the modulation of the brain’s structure and function during cognitive decline remains unknown. We used female C57BL6 mice (n~=~10) exposed to a high-energy diets (Cafeteria diet (CAF)) or Chow diet for 9~weeks (before, during and after pregnancy) to characterize their effect on brain structural organization and learning and memory performance in the offspring at two-month-old (n~=~17). Memory and learning performance were evaluated using the Y-maze test including forced and spontaneous alternation, novel object recognition (NORT), open field and Barnes maze tests. We found no alterations in the short- or long-time spatial memory performance in male offspring prenatally exposed to CAF diet when compared to the control, but they increased time spent in the edges resembling anxiety-like behavior. By using deformation-based morphometry and diffusion tensor imaging analysis we found that male offspring exposed to CAF diet showed increased volume in primary somatosensory cortex and a reduced volume of fimbria-fornix, which correlate with alterations in its white matter integrity. Biological modeling revealed that prenatal exposure to CAF diet predicts low volume in the fimbria-fornix, which was associated with anxiety in the offspring. The findings suggest that prenatal exposure to high-energy diets prime brain structural alterations related to anxiety in the offspring.