The intra-uterine environment provides the first regulatory connection for the developing fetus and shapes its physiological responses in preparation for postnatal life. Psychological stress acts as a programming determinant by setting functional parameters to abnormal levels, thus inducing postnatal maladaptation. The effects of prenatal maternal stress (PNMS) on the developing immune system have been documented mostly through animal studies, but inconsistent results and methodological differences have hampered the complete understanding of these findings. As the immune system follows a similar ontogenic pattern in all mammals, a translational framework based on the developmental windows of vulnerability proposed by immunotoxicology studies was created to integrate these findings. The objective of this review is to examine the available literature on PNMS and immune function in the offspring through the above framework and gain a better understanding of these results by elucidating the moderating influence of the stressor type, timing and duration, and the offspring species, sex and age at assessment. The evaluation of the literature through this framework showed that the effects of PNMS are parameter specific: the moderating effects of timing in gestation were relevant for lymphocyte population numbers, Natural Killer cell function and mitogen-induced proliferation. The presence of an important and directional sexual dimorphism was evident and the influence of the type or duration of PNMS paralleled that of stress in non-pregnant animals. In conclusion, PNMS is a relevant factor in the programming of immune function. Its consequences may be related to disorders with an important immune component such as allergies.