The global transition towards diets high in calories has contributed to 2.1 billion people becoming overweight, or obese, which damages male reproduction and harms offspring. Recently, more and more studies have shown that paternal exposure to stress closely affects the health of offspring in an intergenerational and transgenerational way. SET Domain Containing 2 (SETD2), a key epigenetic gene, is highly conserved among species, is a crucial methyltransferase for converting histone 3 lysine 36 dimethylation (H3K36me2) into histone 3 lysine 36 trimethylation (H3K36me3), and plays an important regulator in the response to stress. In this study, we compared patterns of SETD2 expression and the H3K36me3 pattern in pre-implantation embryos derived from normal or obese mice induced by high diet. The results showed that SETD2 mRNA was significantly higher in the high-fat diet (HFD) group than the control diet (CD) group at the 2-cell, 4-cell, 8-cell, and 16-cell stages, and at the morula and blastocyst stages. The relative levels of H3K36me3 in the HFD group at the 2-cell, 4-cell, 8-cell, 16-cell, morula stage, and blastocyst stage were significantly higher than in the CD group. These results indicated that dietary changes in parental generation (F0) male mice fed a HFD were traceable in SETD2/H3K36me3 in embryos, and that a paternal high-fat diet brings about adverse effects for offspring that might be related to SETD2/H3K36me3, which throws new light on the effect of paternal obesity on offspring from an epigenetic perspective.