Introduction: Preterm birth is a common early-life event that can lead to long-term consequences. The incidence of wheezing, asthma, and respiratory tract infections is higher in children born prematurely than in the general population. The purpose of this review was to synthesize the existing literature on the role of early-life nutrition in the later risk of respiratory morbidities. Methods: A scoping review of the literature was performed by searching three online databases. Inclusion criteria were: infants born <37 GWk, comparing human milk versus any other type of milk feeding formulation. Our primary outcomes were wheezing or asthma or respiratory tract infections after discharge. Two authors independently screened the results and extracted study characteristics using a predefined charting form. Results: Nine articles were included (eight cohort studies and one randomized trial). Four studies supported the protective effect of breastfeeding on wheezing or respiratory infections or both. Four studies did not confirm this association. One study confirmed the protective role of breastfeeding only on the subgroup of girls. There was a high heterogeneity among the included studies, in the type of milk feeding, outcomes, and age at follow-up. Conclusions: The current evidence is conflicting. The high heterogeneity and methodological flaws could have influenced the results of the studies. Carefully designed studies are required to define the role of early-life nutrition among preterm infants on their long-term respiratory outcomes.