Despite the challenges of studying the epidemiology of a rare disease, the last couple decades have uncovered tremendous knowledge about the probable causes of childhood leukemia, which currently suggests an important role for exposures that influence a child’s immune development and maturation in early life. Advances in our knowledge of fetal immune development and how it is affected by maternal exposures and in utero conditions provide reason to renew our interests in the pregnancy period for pursing immunological hypotheses in childhood leukemia etiology. This review provides a summary of the epidemiological evidence on immune-related exposures in childhood leukemia risk and places them in the context of known mechanisms for fetal immune development and postnatal immune modulation.