Multiple differentially methylated sites and regions associated with adiposity have now been identified in large-scale cross-sectional studies. We tested for replication of associations between previously identified CpG sites at HIF3A and adiposity in ∼1,000 mother-offspring pairs from the Avon Longitudinal Study of Parents and Children (ALSPAC). Availability of methylation and adiposity measures at multiple time points, as well as genetic data, allowed us to assess the temporal associations between adiposity and methylation and to make inferences regarding causality and directionality. Overall, our results were discordant with those expected if HIF3A methylation has a causal effect on BMI and provided more evidence for causality in the reverse direction (i.e., an effect of BMI on HIF3A methylation). These results are based on robust evidence from longitudinal analyses and were also partially supported by Mendelian randomization analysis, although this latter analysis was underpowered to detect a causal effect of BMI on HIF3A methylation. Our results also highlight an apparent long-lasting intergenerational influence of maternal BMI on offspring methylation at this locus, which may confound associations between own adiposity and HIF3A methylation. Further work is required to replicate and uncover the mechanisms underlying the direct and intergenerational effect of adiposity on DNA methylation.