There is growing evidence that early nutrition affects later cognitive performance. The idea that the diet of mothers, infants, and children could affect later mental performance has major implications for public health practice and policy development and for our understanding of human biology as well as for food product development, economic progress, and future wealth creation. To date, however, much of the evidence is from animal, retrospective studies and short-term nutritional intervention studies in humans. The positive effect of micronutrients on health, especially of pregnant women eating well to maximise their child’s cognitive and behavioural outcomes, is commonly acknowledged. The current evidence of an association between gestational nutrition and brain development in healthy children is more credible for folate, n-3 fatty acids, and iron. Recent findings highlight the fact that single-nutrient supplementation is less adequate than supplementation with more complex formulae. However, the optimal content of micronutrient supplementation and whether there is a long-term impact on child’s neurodevelopment needs to be investigated further. Moreover, it is also evident that future studies should take into account genetic heterogeneity when evaluating nutritional effects and also nutritional recommendations. The objective of the present review is to provide a background and update on the current knowledge linking nutrition to cognition and behaviour in children, and to show how the large collaborative European Project NUTRIMENTHE is working towards this aim.