In utero particulate matter exposure produces oxidative stress that impacts cellular processes that include telomere biology. Newborn telomere length is likely critical to an individual's telomere biology; reduction in this initial telomere setting may signal increased susceptibility to adverse outcomes later in life. We examined associations between prenatal particulate matter with diameter ≤2.5 µm (PM2.5) and relative leukocyte telomere length (LTL) measured in cord blood using a data-driven approach to characterize sensitive windows of prenatal PM2.5 effects and explore sex differences. Women who were residents of Mexico City and affiliated with the Mexican Social Security System were recruited during pregnancy (n = 423 for analyses). Mothers' prenatal exposure to PM2.5 was estimated based on residence during pregnancy using a validated satellite-based spatio-temporally resolved prediction model. Leukocyte DNA was extracted from cord blood obtained at delivery. Duplex quantitative polymerase chain reaction was used to compare the relative amplification of the telomere repeat copy number to single gene (albumin) copy number. A distributed lag model incorporating weekly averages for PM2.5 over gestation was used in order to explore sensitive windows. Sex-specific associations were examined using Bayesian distributed lag interaction models. In models that included child's sex, mother's age at delivery, prenatal environmental tobacco smoke exposure, pre-pregnancy BMI, gestational age, birth season and assay batch, we found significant associations between higher PM2.5 exposure during early pregnancy (4-9 weeks) and shorter LTL in cord blood. We also identified two more windows at 14-19 and 34-36 weeks in which increased PM2.5 exposure was associated with longer LTL. In stratified analyses, the mean and cumulative associations between PM2.5 and shortened LTL were stronger in girls when compared to boys. Increased PM2.5 during specific prenatal windows was associated with shorter LTL and longer LTL. PM2.5 was more strongly associated with shortened LTL in girls when compared to boys. Understanding sex and temporal differences in response to air pollution may provide unique insight into mechanisms.