Background: The role of dietary fish and n-3 polyunsaturated fatty acids (n-PUFAs) in the primary prevention of allergic diseases remains uncertain. The aim of this study was to investigate associations between the consumption of fish and cod liver oil (rich in n-PUFAs) from pregnancy to the first two years of life, and parental reported allergic diseases at six years of age. Methods: We used data from the Prevention of Allergy among Children in Trondheim study and included mother-infant pairs who had submitted questionnaires detailing both maternal or infant diet and allergic disease at six years of age. Results: Eating fish at least once a week at one year of age was associated with a 28–34% reduction in the odds of current eczema, asthma, and wheeze at six years of age. Cod liver oil consumption at least four times per week at one year of age tended to be associated with a lower risk of allergy-related outcomes at six years. We found no consistent associations between allergy-related outcomes and fish or cod liver oil consumption by mothers. Conclusion: The preventive effect of fish consumption is best achieved by increasing dietary fish in the first year of life.