Allergy is the conjunction of hereditary predisposition and risk factors encountered in the environment, phenomenon which can be observed very early in individual life. The aim of this review is to present the contribution of epidemiology in the study of allergic response in childhood, from sensitization to clinical manifestations as eczema, asthma and rhinitis. The first contribution of epidemiology has consisted in estimating the scatter of the allergic response, the presence of circulating antibodies against allergens (IgE and IgG), the evaluation of immediate hypersensitivity (such as the response to skin prick tests) and the prevalence of clinical manifestations. Then, knowledge of allergic response has been improved by the contribution of aetiological epidemiology. Various risk factors have been described according to the different stages during life in which their effects are observable. In prenatal life, potential risk factors are maternal immunity and smoking during pregnancy. Later in perinatal or neonatal life they are perinatal complications, month of birth and maternal smoking. Lastly, in infancy a role can be played by feeding, immunological deficiencies, infections, parental smoking and early exposure to allergens or pollution. Perceiving these risk factors helps to determine strategies to prevent allergy occurrence.