Epidemiological data provide strong evidence for a relationship between undernutrition and life-threatening infection in infants and children. However, the mechanisms that underlie this relationship are poorly understood. Through foetal life, infancy and childhood, the immune system undergoes a process of functional maturation. The adequacy of this process is dependent on environmental factors, and there is accumulating evidence of the impact of pre- and post-natal nutrition in this regard. This review outlines the impact of nutrition during foetal and infant development on the capacity to mount immune responses to infection. It provides an overview of the epidemiologic evidence for such a role and discusses the possible mechanisms involved.