Dairy products are important sources of micronutrients, fatty acids and probiotics which could modify the risk of child asthma and allergy development. To examine the association of dairy product intake during pregnancy with child asthma and allergic rhinitis at 18 months and 7 years in the Danish National Birth Cohort, data on milk and yoghurt consumption were collected in mid-pregnancy (25th week of gestation) using a validated FFQ (n 61 909). At 18 months, we evaluated asthma and wheeze using interview data. We assessed asthma and allergic rhinitis using a questionnaire at the age of 7 years and through registry linkages. Current asthma was defined as self-reported ever asthma diagnosis and wheeze in the past 12 months. All associations were evaluated using multivariate logistic regression. At 18 months whole milk was inversely associated with child asthma (≥5·5 times/week v. none: 0·85, 95 % CI 0·75, 0·97); the reverse was true for semi-skimmed milk (≥5·5 times/week v. none: 1·08, 95 % CI 1·02, 1·15). For yoghurt, children of women who ate low-fat yoghurt >1 serving/d had 1·21 (95 % CI 1·02, 1·42) greater odds of a medication-related ever asthma diagnosis compared with children of women reporting no intake. They were also more likely to have a registry-based ever diagnosis and report allergic rhinitis. Low-fat yoghurt intake was directly related to increased risk of both child asthma and allergic rhinitis, while whole milk appeared protective for early-life outcomes only. Nutrient components or additives specific to low-fat yoghurt may be mediating the increase in risk.