(1) Background: Size at birth is an important early determinant of health later in life. The prevalence of small for gestational age (SGA) newborns is high worldwide and may be associated with maternal nutritional and metabolic factors. Thus, estimation of fetal growth is warranted. (2) Methods: In this work, we developed an artificial neural network (ANN) model based on first-trimester maternal body fat composition, biochemical and oxidative stress biomarkers, and gestational weight gain (GWG) to predict an SGA newborn in pregnancies with or without obesity. A sensibility analysis to classify maternal features was conducted, and a simulator based on the ANN algorithm was constructed to predict the SGA outcome. Several predictions were performed by varying the most critical maternal features attained by the model to obtain different scenarios leading to SGA. (3) Results: The ANN model showed good performance between the actual and simulated data (R = 0.938) and an AUROC of 0.8 on an independent dataset. The top-five maternal predictors in the first trimester were protein and lipid oxidation biomarkers (carbonylated proteins and malondialdehyde), GWG, vitamin D, and total antioxidant capacity. Finally, excessive GWG and redox imbalance predicted SGA newborns in the implemented simulator. Significantly, vitamin D deficiency also predicted simulated SGA independently of GWG or redox status. (4) Conclusions: The study provided a computational model for the early prediction of SGA, in addition to a promising simulator that facilitates hypothesis-driven constructions, to be further validated as an application.