The brain is subject to dramatic developmental processes during the prenatal period. Nevertheless, information about the development of functional brain networks during gestation is scarce. Until recently it has not been possible to probe function in the living human fetal brain. Advances in functional MRI have changed the paradigm, making it possible to measure spontaneous activity in the fetal brain and to cross-correlate functional signals to attain information about neural connectional architecture across human gestation. We summarize the earliest MRI studies of fetal neural functional connectivity and highlight unique challenges and limitations inherent in the technique. In addition, we discuss future directions to unlock the potential of fetal brain functional MRI research.