The baby-led weaning philosophy proposes that when solids are introduced, infants should be encouraged to self-feed with solid food, as opposed to spoon-feeding purees. We used data from the Gateshead Millennium Study (GMS) to define the range of ages at which infants reach out for and eat finger foods and related this to developmental status. GMS recruited infants shortly after birth and followed them prospectively using postal questionnaires. Of the 923 eligible children, 602 had data on when they first reached out for food, and 340 (56%) had done so before age 6 months, but 36 (6%) were still not reaching for food at age 8 months. Infants who had not reached out for food by 6 months were less likely to be walking unaided at age 1 year (85 out of 224, 38%) compared with those who did (155 out of 286, 54%; P < 0.001). For the 447 parents who completed a diary of the first five occasions when their child ate finger foods, the first finger food eaten was before age 6 months for 170 (40%) and before age 8 months for 383 (90%); foods offered were mainly bread, rusks or biscuits. Of the 604 with information at age 8 months about current intake, all but 58 (9.6%) were having some finger foods at least daily, but only 309 (51%) were having them more than once per day. Baby-led weaning is probably feasible for a majority of infants, but could lead to nutritional problems for infants who are relatively developmentally delayed.