This paper investigates whether associations between birth weight and prenatal ambient environmental conditions—pollution and extreme temperatures—differ by 1) maternal education; 2) children’s innate health; and 3) interactions between these two. We link birth records from Guangzhou, China, during a period of high pollution, to ambient air pollution (PM10 and a composite measure) and extreme temperature data. We first use mean regressions to test whether, overall, maternal education is an “effect modifier” in the relationships between ambient air pollution, extreme temperature, and birth weight. We then use conditional quantile regressions to test for effect heterogeneity according to the unobserved innate vulnerability of babies after conditioning on other confounders. Results show that 1) the negative association between ambient exposures and birth weight is twice as large at lower conditional quantiles of birth weights as at the median; 2) the protection associated with college-educated mothers with respect to pollution and extreme heat is heterogeneous and potentially substantial: between 0.02 and 0.34 standard deviations of birth weights, depending on the conditional quantiles; 3) this protection is amplified under more extreme ambient conditions and for infants with greater unobserved innate vulnerabilities.