Early exposure to solid foods in infancy has been associated with the development of allergy. The aim of this study was to examine the association between cereal-grain exposures (wheat, barley, rye, oats) in the infant diet and development of wheat allergy. A total of 1612 children were enrolled at birth and followed to the mean age of 4.7 years. Questionnaire data and dietary exposures were obtained at 3, 6, 9, 15, and 24 months and annually thereafter. The main outcome measure was parent report of wheat allergy. Children with celiac disease autoimmunity detected by tissue transglutaminase autoantibodies were excluded. Wheat-specific immunoglobulin E levels on children reported to have wheat allergy were obtained. Sixteen children (1%) reported wheat allergy. Children who were first exposed to cereals after 6 months of age had an increased risk of wheat allergy compared with children first exposed to cereals before 6 months of age (after controlling for confounders including a family history of allergic disorders and history of food allergy before 6 months of age). All 4 children with detectable wheat-specific immunoglobulin E were first exposed to cereal grains after 6 months. A first-degree relative with asthma, eczema, or hives was also independently associated with an increased risk of wheat-allergy development. Delaying initial exposure to cereal grains until after 6 months may increase the risk of developing wheat allergy. These results do not support delaying introduction of cereal grains for the protection of food allergy.