With the ongoing intensification of the poultry industry and the continuous need to control pathogens, there is a critical need to extend our understanding of the avian immune system and the role of nutritional interventions on development of immune competence in neonatal chicks. In this review, we will focus on the ontogeny of the lymphoid organs during embryonic life and the first 2 weeks post-hatch, and how early feeding practices improve heath and modulate the development and function of the immune system in young chicks. The evidence for the positive impact of the nutrition of breeder hens on embryonic development and on the survival and immunity of their chicks will also be outlined. Additionally, we will discuss the vital role of supplemental feeding either in ovo or immediately post-hatch in chick health and immunity and the importance of these approaches in ameliorating immune system functions of heat-stressed chicks. To conclude, we provide some perspectives on a number of key issues, concerning the mechanisms of nutritional modulation of immunity, that need to be addressed. A thorough investigation of these mechanisms may assist in the formulation of diets to improve the immunity and general health status.