Individuals born small have an increased risk for developing type 2 diabetes. Altered food preferences in these subjects seem to play a role; however, limited evidence is available on the association between being born small-for-gestational-age (SGA) at term and food intake in adolescence. Alterations in leptin, ghrelin and dopamine levels are suggested mechanisms linking SGA with later food intake. From a large prospective Danish National Birth Cohort, we compared dietary intake of adolescents being born SGA with normal-for-gestational-age (NGA) adolescents. Intake of foods and nutrients was assessed by a validated food frequency questionnaire in a subsample of 15,607 14-year-old individuals born at term. SGA was defined by birth weight (BW) <10th percentile (n = 1470) and NGA as BW between 10 and 90th percentile (n = 14,137) according to sex and gestational age-specific BW standard curves. Girls born SGA had a 7% (95% CI: 3–12%, P = 0.002) higher intake of added sugar and a 2–8% lower intake of dietary fibre, vegetables, polyunsaturated fatty acids, and total n−6, compared with NGA girls (P < 0.05). Adjusting for parental socio-occupational status, maternal smoking and diet in pregnancy did not substantially change the differences in dietary intake, except from dietary fibre, which were no longer statistically significant. No significant differences in dietary intake between SGA and NGA boys were found. In summary, girls born SGA had an unfavourable dietary intake compared with NGA girls. These differences persisted after controlling for potential confounders, thus supporting a fetal programming effect on dietary intake in girls born SGA at term. However, residual confounding by other factors operating early in childhood cannot be excluded.