Endocrine-disrupting chemicals (EDCs), chemicals that can interfere with endogenous hormones and that are present in many consumer products, can affect the development and functions of the immune system. The prenatal period is critical because exposure to EDCs can induce irreversible changes in the immune system and increase the susceptibility of asthma and allergies later in life. Non-persistent EDCs are of most concern due to their high annual production and potential toxicity. In this review, we summarize the literature on the effects of prenatal exposure to non-persistent EDCs, namely phthalates and phenols, on asthma and allergic diseases, describe the biological mechanisms, and develop recommendations. Between 2011 and 2020, a total of 19 prospective studies were published. Most of them were focused on phthalates and bisphenol A and few on other bisphenols, parabens, triclosan, and benzophenone-3. Overall, the evidence is still insufficient due to differences in chemicals use between countries, sociodemographic characteristics of the populations, exposure misclassification due to the high within-subject variability, and heterogeneity on health outcome definitions. EDCs can alter airway cell differentiation, shift immune response towards Th2, alter T regulatory and Th17 expression, reduce innate immunity, and alter gut microbiota. Studies with a thoughtful exposure assessment design, a good characterization of the asthma and allergic phenotypes, and which consider biological mechanisms and EDCs mixtures are needed to better understand the burden of EDCs on the respiratory and immune systems. This research will contribute to implement public health policies to reduce EDCs exposure in the community, particularly in pregnant women.