Dietary factors, in particular dietary fat intake, are discussed as potential determinants for the development of allergic diseases. However, studies analyzing the relationship between dietary fat intake and allergic outcomes reported inconsistent and even conflicting findings. Therefore, this strategic review summarizes the findings from observational studies estimating the association of dietary fat intake with allergic diseases and allergic sensitization, and additionally outlines the results of supplementation studies with fatty acids. According to this, margarine intake seemed to be a risk factor for allergic diseases, and some studies reported beneficial effects of fish intake on asthma. Butter might also be a protective factor against allergies, even though this association is less clear. Observational studies analyzing fatty acid intake in relation to allergic diseases, as well as supplementation studies with essential fatty acids, have given inconsistent results and could not prove any beneficial effect. In summary, it is not evident yet, whether dietary fat intake has an impact on the development of allergic diseases and, if so, whether only subgroups of the population are affected by this mechanism. Therefore, future studies might target at subgroup identification of susceptible individuals, and focus on preventive supplementation in subjects at high risk.