Stress exposure during sensitive developmental periods lastingly affects brain function and cognition and increases vulnerability to psychopathology later in life, as established in various preclinical and clinical studies. Interestingly, similar patterns are seen in children who suffer from perinatal malnutrition. Stress and malnutrition can act closely aligned and stress and nutrition interact. There is emerging evidence that specific nutritional supplementation during various time windows may ameliorate the long-lasting effects of early-life stress, although possible mechanistic insights in this process are sparsely reported. Understanding how stress exposure in early-life influences brain development, and understanding the role of nutrition in this process, is essential for the development of effective (nutritional) therapies to improve long-term health in children exposed to early-life stress. This is especially important in the situation of preterm birth where both stress exposure and malnutrition are common. Here, we will discuss the programming effects of early-life stress, the possible underlying mechanisms, how nutrients impact on this process, and the promising role of nutrition in modulating (some of) the lasting consequences of early-life stress on brain function and health in adulthood.