The prevalence of asthma and other allergic diseases has rapidly increased in "Westernized" countries over recent decades. This rapid increase suggests the involvement of environmental factors, behavioral changes or lifestyle, rather than genetic drift. It has become increasingly clear that the microbiome plays a key role in educating the host immune system and, thus, regulation of disease susceptibility. This review will focus on recent advances uncovering immunological and microbial mechanisms that protect against allergies, in particular, within the context of a farming environment. A whole body of epidemiological data disclosed the nature of the protective exposures in a farm. Current evidence points toward an important role of the host microbiome in setting an immunological equilibrium that determines progression toward, or protection against allergic diseases. Conclusive mechanistic insights on how microbial exposures prevent from developing allergic diseases in humans are still lacking but findings from experimental models reveal plausible immunological mechanisms. Gathering further knowledge on these mechanisms and confirming their relevance in humans is of great importance to develop preventive strategies for children at risk of developing allergies.