An adverse intrauterine environment is associated with long-term physiological changes in offspring. These are believed to be mediated by epigenomic marks, including DNA methylation (DNAm). Changes in DNAm are often interpreted as damage or plastic responses of the embryo. Here, we propose that stochastic DNAm variation, generated during remodeling of the epigenome after fertilization, contributes to DNAm signatures of prenatal adversity through differential survival of embryos. Using a mathematical model of re-methylation in the early embryo, we demonstrate that selection, but not plasticity, will generate a characteristic reduction in DNAm variance at loci that contribute to survival. Such a reduction in DNAm variance was apparent in a human cohort prenatally exposed to the Dutch famine, illustrating that it is possible to detect a signature of selection on epigenomic variation. Selection should be considered as a possible mechanism linking prenatal adversity to subsequent health and may have implications when evaluating interventions.