Childhood is a critical period for immune system development, which is greatly influenced by the gut microbiome. Likewise, a number of factors affect the gut microbiome composition and diversity, including breastfeeding, formula feeding, and solid foods introduction. In this regard, several studies have previously demonstrated that breastfeeding promotes a favorable microbiome. In contrast, formula feeding and the early incorporation of certain solid foods may adversely affect microbiome development. Additionally, there is increasing evidence that disruptions in the early microbiome can lead to allergic conditions and food intolerances. Thus, developing strategies to promote optimal infant nutrition requires an understanding of the relationship between infant nutrition and long-term health. The present review aims to examine the relationship between infant feeding practices and the microbiome, as well as its implications on allergies and food intolerances in infants. Moreover, this study synthesizes existing evidence on how different eating habits influence the microbiome. It highlights their implications for the prevention of allergies and food intolerances. In conclusion, introducing allergenic solid foods before six months, alongside breastfeeding, may significantly reduce allergies and food intolerances risks, being also associated with variations in gut microbiome and related complications.