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Prenatal alcohol exposure (PAE) can lead to a range of deficits falling under the umbrella of Fetal Alcohol Spectrum Disorder (FASD), which included higher risk for adverse neurodevelopmental and mental health outcomes. Although the biological mechanisms underlying the link between PAE and mental health remain unclear, DNA methylation (DNAm), an epigenetic modification responsive to environmental exposures, may explain these relationships. Here, we applied a two-sample Mendelian randomization (MR) framework to assess whether DNAm loci previously associated with PAE or FASD are linked to 11 psychiatric outcomes. Using summary statistics from the Genetics of DNA Methylation Consortium (GoDMC) mQTL database and large-scale GWAS, we analyzed DNAm loci from two epigenome-wide association studies: one examining FASD by Lussier et al. (2018) and one examining PAE patterns by Sharp et al. (2018). A total of 106 associations (Lussier) and 28 associations (Sharp) reached nominal significance (p<0.05) and passed sensitivity tests, with several surviving multiple testing correction. Notably, schizophrenia and bipolar disorder had the highest number of associated loci across both studies. Functional analysis showed that DNAm loci were enriched in signaling pathways, embryonic development, and neuron differentiation. Regional enrichment analysis revealed that FASD-related loci were more likely to occur in enhancer and south shore, implicating distal regulatory elements. PAE patterns conferred heterogeneous effects on DNAm and mental health risk, underscoring the complexity of timing-specific epigenetic vulnerability. These findings offer novel insights into the potential mechanism of DNAm linking PAE to mental health, and demonstrate the utility of MR in epigenetic epidemiology.