Maternal obesity may trigger long-term neurodevelopmental disorders in offspring. Considering the benefits of the Brazil nut (Bertholletia excelsa H.B.K.), a rich source of nutrients such as selenium, this study aimed to evaluate its effect on the behavior of obese rat offspring and its relationship with oxidative stress. From 60 days of age until weaning, female Wistar rats were fed a high-fat diet (mHF) or an HF diet supplemented with 5% Brazil nut (mHF/BN), while control mothers (mCTL) were fed a standard diet or a standard diet supplemented with 5% Brazil nut (mBN). Male pups received a standard diet throughout life and, at 30 and 90 days old, were subjected to behavioral tasks to evaluate anxiety and cognition. Biochemical evaluations were performed at 90 days of age. No alterations were observed in the anxiety behavior of the offspring. However, the offspring of the mHF group (oHF) exhibited impaired short-term memory at 30 and 90 days of age and impaired long-term memory at 30 days. Short-term memory impairment was prevented by Brazil nuts in young rats (30 days). While the serum selenium concentration was reduced in the oHF group, the serum catalase concentration was reduced in all groups, without changes in lipid peroxidation or protein carbonylation. Brazil nut maternal diet supplementation prevented short- and long-term cognitive impairment in the offspring, which may be related to the selenium levels.