There are conflicting data to support the practice of delaying the introduction of allergenic foods into the infant diet to prevent allergy development. This study investigated immune response development after early oral egg antigen (Ovalbumin; OVA) exposure in a rat pup model. Brown Norway (BN) rat pups were randomly allocated into groups: dam reared (DR), DR pups challenged daily (days 4–13) with oral OVA (DR + OVAc), DR pups challenged intermittently (on day 4, 10, 12, and 13) with oral OVA (DR + OVAi), formula-fed pups (FF), and FF pups challenged daily with oral OVA (FF + OVA). Immune parameters assessed included OVA-specific serum IgE, IgG1, and IgA. Ileal and splenic messenger ribonucleic acid (mRNA) expression of transforming growth factor-beta (TGF-β1), mothers against decapentaplegic (Smad) 2/4/7, and forkhead box P3 (Foxp3) were determined. Ileum was stained for TGF-β1 and Smad4. Results. Feeding OVA daily to DR pups maintained systemic and local gut antibody and immunoregulatory marker mRNA responses. Systemic TGF-β1 was lower in DR + OVAi pups compared to DR and DR + OVAc pups. Feeding OVA to FF pups resulted in significantly greater OVA-specific IgE and IgG1, and lower IgA and TGF-β1 and Smad expression compared to DR pups. Conclusions. Early daily OVA exposure in the presence of maternal milk maintains immune markers associated with a regulated immune response, preventing early allergic sensitization.