The function of the immune system is not only dependent on factors like genetics, age, the environment, and exposure to infectious agents and allergens but also on our microbiota and our diet. It has been known for centuries that food can influence health and vulnerability to infection. This is especially true for infants, young children, and the elderly. This review focuses on how nutrition can support immune function from gestation to school-aged children. Immune support begins during pregnancy by the mother's diet and transfer of nutritional components as well as antibodies to her fetus. After birth, breastfeeding is of crucial importance for immune development as well as for the development of the intestinal microbiota of an infant. If breastfeeding is not possible, early-life formulas are an alternative. These can provide several of the functionalities of breastmilk, as well as the key nutrients a child needs. New foods are introduced during and after weaning, and after this period, children switch to consuming a normal diet. However, due to circumstances, children can be malnourished. This can range from severe protein/energy malnutrition to micronutrient deficiencies and obesity, all of which can affect the function of the immune system. This narrative review describes the immune challenges in early life, explores breastfeeding and early life nutrition, and provides mechanistic insight into the relative contribution of macronutrients, micronutrients and other immunomodulatory food components that can support immune function in early life.