Newborn babies possess a functional but immature immune system as a defense against a world teeming with microorganisms. Breast milk contains a number of biological, active compounds that support the infant's immune system. These include secretory immunoglobulin A (IgA), which confers specific protection against enteric pathogens, as well as numerous other immunological, active ingredients. A number of these ingredients can be used as supplements for infant formulas based on cow's milk. Here, the strength of evidence regarding the immune-stimulating effects of selected minerals, vitamins, fatty acids, pre- and probiotics, and nucleotides is reviewed. An assessment of how these ingredients are used in infant-formula products currently available on the market is also presented.