Steroid hormones synthesized from cholesterol in the fetal adrenal are crucial for fetal development. We have observed the inhibited fetal adrenal corticosterone synthesis and increased intrauterine growth retardation (IUGR) rate in rats under prenatal caffeine ingestion. The aim of this study is to evaluate the effects of prenatal caffeine ingestion on cholesterol supply in fetal adrenal steroidogenesis in rats and explore the underlying epigenetic mechanisms. Pregnant Wistar rats were treated with 60 mg/kg · d caffeine from gestational day (GD) 7 to GD17. Histological changes of fetal adrenals and increased IUGR rates were observed in the caffeine group. There were significantly decreased steroid hormone contents and cholesterol supply in caffeine-treated fetal adrenals. Data from the gene expression array suggested that prenatal caffeine ingestion caused increased expression of genes related to DNA methylation and decreased expression of genes related to cholesterol uptake. The following conjoint analysis of DNA methylation array with these differentially expressed genes suggested that scavenger receptor class B type I (SR-BI) may play an important role in caffeine-induced cholesterol supply deficiency. Moreover, real-time RT-PCR and immunohistochemical detection certified the inhibitory effects of caffeine on both mRNA expression and protein expression of SR-BI in the fetal adrenal. And the increased DNA methylation frequency in the proximal promoter of SR-BI was confirmed by bisulfite-sequencing PCR. In conclusion, prenatal caffeine ingestion can induce DNA hypermethylation of the SR-BI promoter in the rat fetal adrenal. These effects may lead to decreased SR-BI expression and cholesterol uptake, which inhibits steroidogenesis in the fetal adrenal.