The increasing allergy prevalence in affluent countries may be caused by reduced microbial stimulation, resulting in an abnormal postnatal immune maturation. This chapter concerns the theories behind the use of probiotics in randomized prevention trials, and how this supplementation affects the immunity of pregnant women, the immune development in their children, and possibly preventing allergic diseases. Most studies investigating the underlying mechanisms have focused on postnatal microbial exposure. An increasing body of evidence from studies suggests that the maternal microbial environment during pregnancy can program the immune development of the child. In human allergy intervention studies, probiotic supplementation to the mother during pregnancy, as well as to her baby postnatally, may be important for preventive effects. Also, prenatal environmental exposures may alter gene expression via epigenetic mechanisms, aiming to induce physiological adaptations to the anticipated postnatal environment. The maternal microbial environment during pregnancy may program the immune development of the child.