Pregnancy and infancy comprise the most critical stages for conditioning an individual’s health, with a number of implications for subsequent risks of morbidity, mortality, and reproductive health. Nutrition may influence both the overall pregnancy outcome and the growth trajectory and immune system of the fetus and infant, with short- and long-term effects on the health of the offspring. Within this context, leading experts at Expo Milano 2015 in Milan, Italy, discussed up-to-date knowledge while providing suggestions and challenges before, during, and after pregnancy. This narrative review summarizes the key issues raised by the experts concerning the interplay between the nutritional environment from conception to early infancy and the offspring’s immediate and lifelong health, with a particular focus on epigenetic mechanisms, probiotics, vitamin D, and breastfeeding. Taken together, the findings strengthen the awareness that nutritional exposures occurring from preconception to the postnatal period may be strong determinants of the offspring’s health and may provide supportive evidence for current nutritional recommendations and guidelines for pregnant women and infants. Critical topics to be addressed in future research and translated into recommendations of public health relevance are also highlighted.