The Canadian Healthy Infant Longitudinal Development birth cohort was designed to elucidate interactions between environment and genetics underlying development of asthma and allergy. Over 3600 pregnant mothers were recruited from the general population in four provinces with diverse environments. The child is followed to age 5 years, with prospective characterization of diverse exposures during this critical period. Key exposure domains include indoor and outdoor air pollutants, inhalation, ingestion and dermal uptake of chemicals, mold, dampness, biological allergens, pets and pests, housing structure, and living behavior, together with infections, nutrition, psychosocial environment, and medications. Assessments of early life exposures are focused on those linked to inflammatory responses driven by the acquired and innate immune systems. Mothers complete extensive environmental questionnaires including time-activity behavior at recruitment and when the child is 3, 6, 12, 24, 30, 36, 48, and 60 months old. House dust collected during a thorough home assessment at 3–4 months, and biological specimens obtained for multiple exposure-related measurements, are archived for analyses. Geo-locations of homes and daycares and land-use regression for estimating traffic-related air pollution complement time-activity-behavior data to provide comprehensive individual exposure profiles. Several analytical frameworks are proposed to address the many interacting exposure variables and potential issues of co-linearity in this complex data set.