The first nine months from conception to birth involves greater changes than at any other time in life, affecting organogenesis, endocrine, metabolic and immune programming. It has led to the concept that the “first 1000 days” from conception to the second birthday are critical in establishing long term health or susceptibility to disease. Immune ontogeny is predominantly complete within that time and is influenced by the maternal genome, health, diet and environment pre-conception and during pregnancy and lactation. Components of the immunological protection of the pregnancy is the generation of Th-2 and T-regulatory cytokines with the consequence that neonatal adaptive responses are also biased towards Th-2 (allergy promoting) and T-regulatory (tolerance promoting) responses. Normally after birth Th-1 activity increases while Th-2 down-regulates and the evolving normal human microbiome likely plays a key role. This in turn will have been affected by maternal health, diet, exposure to antibiotics, mode of delivery, and breast or cow milk formula feeding. Complex gene/environment interactions affect outcomes. Many individual nutrients affect immune mechanisms and variations in levels have been associated with susceptibility to allergic disease. However, intervention trials employing single nutrient supplementation to prevent allergic disease have not achieved the expected outcomes suggested by observational studies. Investigation of overall dietary practices including fresh fruit and vegetables, fish, olive oil, lower meat intake and home cooked foods as seen in the Mediterranean and other healthy diets have been associated with reduced prevalence of allergic disease. This suggests that the “soup” of overall nutrition is more important than individual nutrients and requires further investigation both during pregnancy and after the infant has been weaned. Amongst all the potential factors affecting allergy outcomes, modification of maternal and infant nutrition and the microbiome are easier to employ than changing other aspects of the environment but require large controlled trials before recommending changes to current practice.