Balanced maternal nutrition during pregnancy ensures both the growth and development of the foetus and the well-being of the mother. Recent evidence supports the programming theory, which envisages long-lasting effects on later risk of chronic life-style-related diseases by early nutrition. The increasing problem of overweight, affecting almost half of the female population in Western societies, sets off adverse programming effects in the offspring manifested in subsequent health effects. To combat this problem, new tools involving life-style modifications are being actively sought to increment the traditional approaches. Immunonutrition, the ability of nutrients to influence the activities of cells in the immune system, may be one answer in combating low-grade systemic inflammation, the key underlying determinant in the obesity epidemic. Further, microbial compounds possess immunomodulatory properties which may be utilised to improve immune responses in clinically meaningful ways. Aberrant microbiota compositions have been detected during critical periods when early programming occurs, including pregnancy and infancy. Such alterations may regulate the health of the infant and the risk of subsequent disease, as demonstrated by the divergence in gut microbiota composition between healthy and overweight individuals. It may thus be hypothesised that the composition of the gut microbiota could be used as a target for intervention. Probiotics interact with the mucosal immune system via the same pathways as commensal bacteria to influence both innate and adaptive immune responses. In consequence, interventions with immunomodulatory diets, including certain nutrients and probiotics, may be critical in coordinating the adaptive function necessary for the formation of tolerance and thus in the prevention of undesirable metabolic consequences.