Different conventional anti-asthmatic and anti-allergic drugs are commonly used in pregnancy, including inhaled corticosteroids, long- and short-acting β-agonists, leukotriene modifiers, cromolyn, and theophylline. Alternatively, immunotherapy with allergens before and during pregnancy is accepted as a causal treatment of allergies, but the allergy specifity and severity in combination with a variety of application protocols and procedures cause wide heterogenity of this treatment principle. Furthermore, the pharmacokinetic characteristics and the US Food and Drug Administration (FDA) classification of conventional anti-allergic drugs and immunological implications of immunotherapy are summarized in this review, and insights on fetal programming of allergies are introduced. We propose a potential perspective of treatment with anti-inflammatory and pro-resolving mediators, such as lipoxins, resolvins and protectins; these are lipid mediators physiologically generated during the immune response from arachidonic acid, eicosapentaenoic acid and docosahexaenoic acid. This proposal fits with the recently appreciated approaches to allergy prevention for the newborn child by a balanced maternal nutrition and omega-3 long-chain polyunsaturated fatty acid consumption.