The fetus is more susceptible than the adult to the effects of certain carcinogens, such as polycyclic aromatic hydrocarbons (PAH). Nutritional factors, including antioxidants, have been shown to have a protective effect on carcinogen-DNA adducts and cancer risk in adults. We investigated whether the effect of prenatal airborne PAH exposure, measured by personal air monitoring during pregnancy, on the level of PAH-DNA adducts in a baby’s cord blood is modified by the concentration of micronutrients in maternal and cord blood. The micronutrients examined were: retinol (vitamin A), α-tocopherol and γ-tocopherol (vitamin E), and carotenoids. With the use of multiple linear regression, we found a significant interaction between prenatal PAH exposure and cord blood concentration of α-tocopherol and carotenoids in predicting the concentration of PAH adducts in cord blood. The association between PAH exposure and PAH adducts was much stronger among those with low α-tocopherol (β = 0.15; P = 0.001) and among those with low carotenoids (β = 0.16; P < 0.001) compared with babies with high levels of these micronutrients (among those with high α-tocopherol: β = 0.05; P = 0.165; among those with high carotenoids: β = 0.06; P = 0.111). These results suggest a protective effect of micronutrients on the DNA damage and potential cancer risk associated with prenatal PAH exposure.