Background: The aim of this systematic review is to analyze the available literature on the introduction of allergenic foods and gluten among preterm infants. Methods: A systematic review of published studies concerning the introduction of gluten and allergenic foods in preterm infants was performed on PubMed and on the Cochrane Library. Results: Of the 174 PubMed results, 15 papers were considered suitable for the review. A total of 83 records were identified through the Cochrane Library search; eight papers were included in the review. Additional papers were identified from the reference lists of included studies. A secondary search was conducted on the same databases to find recommendations and advice regarding healthy full-term infants that could be translated to preterm infants. Therefore, 59 additional papers were included in the review. Conclusions: Current guidelines for the introduction of solid food cannot be directly transposed to preterm infants. Further research is needed to provide evidence-based guidelines regarding weaning in preterm infants. To date, we can suggest that in preterm infants allergenic foods and gluten may be introduced when complementary feeding is started, any time after 4 months of corrected age, avoiding delayed introduction and irrespective of infants’ relative risk of developing allergy. Avoiding large amounts of gluten during the first few weeks after gluten introduction and during infancy is advised, despite limited evidence to support this recommendation.