Asthma is the most common chronic disease in childhood and a rise in prevalence has been observed concomitantly with changing dietary habits in the Western world. This change has favored a more Westernized diet characterized by high intake of processed food and fat in contrast to a Mediterranean diet high in fruit, vegetable and fish intake. This has resulted in a decreased intake of several antioxidants and micronutrients including n-3 long-chained polyunsaturated fatty acids and vitamin D that are speculated to have anti-inflammatory effects and hold immunoregulatory properties. Several observational studies have investigated associations between dietary intake and wheeze and asthma but only few large well-conducted randomized controlled trials (RCTs) have been performed investigating the primary preventive effect of micronutrient supplementations. Currently, the recommendations from the Global Initiative for Asthma (GINA) for primary prevention of asthma in children do not include maternal dietary changes or supplementations during pregnancy, although the most recent report mentions both specific dietary patterns and micronutrients as potential protective supplementation regimes. This review will present the current literature and future research needs focusing on primary and secondary prevention of both early and late childhood asthma from dietary intake during pregnancy and early childhood to highlight potential preventive effects of specific dietary patterns and micronutrient supplements, which may facilitate the planning of future clinical trials in search of a preemptive strategy.