A knowledge of the natural history of asthma in first years of life is necessary to establish preventive and therapeutic plans. The aim of this study was to overview the clinical evidence about the natural history of asthma in different pediatric ages, with emphasis on risk factors and prediction indexes. We used the data source PubMed, using a search algorithm selecting for natural history studies of asthma and respiratory allergy in all children to August 2005. A few studies prospectively assessed the natural history of asthma from infancy to childhood to adulthood to mature age. Some risk factors from these studies can be translated into prognostic indexes. The accuracy of such indexes seems skewed toward screening rather than diagnostic ability. Natural history is the basis on which accurate predictors of the persistence of wheezing and asthma can be predicated. In the absence of genetic markers, parental history of asthma, personal history of eczema, and immunologic tests such as serum IgE, peripheral eosinophilia, and serum eosinophilic cationic protein are the better indicators of the development of asthma in infants.