Exercise-induced asthma (EIA) refers to the transient narrowing of the airways following strenuous exercise in asthmatic and otherwise healthy individuals. Despite the heterogeneous treatment options for patients with EIA, there remains a substantial burden of unaddressed disease, even with optimal treatment. Epidemiological studies indicate that patients frequently resort to complementary and alternative therapies while being treated for asthma and other chronic health conditions. There is now convincing evidence that many dietary factors such as increased omega-3 polyunsaturated fatty acids, antioxidant intake and caffeine, and a sodium-restricted diet can reduce the severity of EIA. It is important that these dietary therapies be safe, effective, and likely to be used by individuals with EIA. This review will critically examine whether dietary modification represents a beneficial intervention for asthmatic individuals with EIA.