Cow’s milk allergy (CMA) is an early-onset allergy of which the underlying genetic factors remain largely undiscovered. CMA has been found to co-occur with other allergies and immunological hypersensitivity disorders, suggesting a shared genetic etiology. We aimed to (1) investigate and (2) validate whether CMA children carry a higher genetic susceptibility for other immunological hypersensitivity disorders using polygenic risk score analysis (PRS) and prospective phenotypic data. Twenty-two CMA patients of the Dutch EuroPrevall birth cohort study and 307 reference subjects were genotyped using single nucleotide polymorphism (SNP) array. Differentially genetic susceptibility was estimated using PRS, based on multiple P-value thresholds for SNP inclusion of previously reported genome-wide association studies (GWAS) on asthma, autism spectrum disorder, atopic dermatitis, inflammatory bowel disease and rheumatoid arthritis. These associations were validated with prospective data outcomes during a six-year follow-up in 19 patients. We observed robust and significantly higher PRSs of asthma in CMA children compared to the reference set. Association analyses using the prospective data indicated significant higher PRSs in former CMA patients suffering from asthma and related traits. Our results suggest a shared genetic etiology between CMA and asthma and a considerable predictive sensitivity potential for subsequent onset of asthma which indicates a potential use for early clinical asthma intervention programs.