Obesity is the most common metabolic disease whose prevalence is increasing worldwide. This condition is considered a serious public health problem due to associated comorbidities such as diabetes mellitus and hypertension. Perinatal morbidity related to obesity does not end with birth; this continues affecting the mother/infant binomial and could negatively impact on metabolism during early infant nutrition. Nutrition in early stages of growth may be essential in the development of obesity in adulthood, supporting the concept of "nutritional programming". For this reason, breastfeeding may play an important role in this programming. Breast milk is the most recommended feeding for the newborn due to the provided benefits such as protection against obesity and diabetes. Health benefits are based on milk components such as bioactive molecules, specifically hormones involved in the regulation of food intake. Identification of these molecules has increased in recent years but its action has not been fully clarified. Hormones such as leptin, insulin, ghrelin, adiponectin, resistin, obestatin and insulin-like growth factor-1 copeptin, apelin, and nesfatin, among others, have been identified in the milk of normal-weight women and may influence the energy balance because they can activate orexigenic or anorexigenic pathways depending on energy requirements and body stores. It is important to emphasize that, although the number of biomolecules identified in milk involved in regulating food intake has increased considerably, there is a lack of studies aimed at elucidating the effect these hormones may have on metabolism and development of the newborn. Therefore, we present a state-of-the-art review regarding bioactive compounds such as hormones secreted in breast milk and their possible impact on nutritional programming in the infant, analyzing their functions in appetite regulation.