In the last decades, a significant increase in the prevalence of allergic diseases and asthma has been observed. Living on a farm can reduce the risk of allergen sensitisation and allergic diseases in children. Most proposed explanations have been based on variations in the “hygiene hypothesis” and a possible effects on immune balance of a farm environment. Here, the author reviews epidemiological and experimental evidence for the documented protective effects of unpasteurised milk on allergies and asthma. Epidemiological studies from a number of countries show that children who consume raw milk early in life are less likely to develop allergies, independent of other factors. In one study that looked into possible components for this effect found that certain milk proteins (α-lactalbumin, β-lactoglobulin, and bovine serum albumin whey protein) reduced the risk of developing asthma . Total fat and protein content, amount of bacteria in the milk, and lactose levels were not associated with allergies or asthma. Another study found that higher levels of total fat and of omega-3 polyunsaturated fatty acids in raw milk had protective effects. The author discusses differences between raw and treated milk. Homogenisation changes the physical structure of fats and proteins, resulting in casein proteins being more easily adsorbed. The aim of heating milk, either through pasteurisation or UHT sterilisation, is to reduce bacterial numbers and growth, but it also affects heat-sensitive milk components, including whey proteins, immunoglobulins and lactoferrin, which have been shown to modulate the immune system. The author concludes that components of raw milk can influence immune function, and acknowledges the controversy with regards to raw milk carrying a risk of bacterial pathogens and that a proof based on controlled studies in infants is not possible due to ethical reasons.