The objective of this study was to evaluate risk factors for persistent wheezing in a group of 2–4-year-old children after an index-wheezing episode in infancy. Eighty infants who had been seen at the Emergency Department for an episode of acute wheezing were followed for 2 yr in this prospective study. Caregivers completed a questionnaire, and children underwent clinical evaluation and skin prick testing 2 yr following the index-wheezing episode. Detection of respiratory viruses and analysis of exposure to major indoor allergens were carried out at enrollment. Immunoglobin E antibodies were measured at the beginning of the study and at the end of follow-up, using the CAP system. Logistic regression analysis was performed to identify factors associated with persistent wheezing. Seventy-three children (44 boys) completed the study. After 2 yr, 38 (52%) reported three or more wheezing episodes in the past 12 months (persistent wheezers). Independent risk factors for persistence of wheezing were allergic sensitization and exposure to cockroach allergen in the kitchen. Breast-feeding for at least 1 month was a protective factor. A strong association between allergic sensitization and persistence of wheezing was found in a group of very young children living in a subtropical area.