The fascinating journey of the human life begins with two cells merging and continuing to grow into a perfectly designed apparatus comprised of multiple systems working together. Even before one draws his first breath, our nervous system plays the key role of creating a synergy in every single action and process. It all begins during fetal development, which can nowadays be observed and studied through modern imaging technologies, such as ultrasound. This gives the reader an insight on how every part of the nervous system develops and correlates with the developing body using a minimally invasive approach. This article gives an assessment of the knowledge we have regarding fetal neurophysiology and what has been learned about fetal motor and sensory development so far, as well as memory and learning, behavior and emotions and fetal cognitive functions reviewed for selected sections. Furthermore, the article provides a review of how different external factors can harm the fetus and how fetal stress presents a potential threat in fetal neurodevelopment with lasting consequences on brain structure and function. The complexity and maturation processes build up during pregnancy and continue postnatally, allowing further accommodation and development to show the astonishing capacity of brain to learn and adapt.