A reduced microbial load early in life has been suggested to be linked to the increasing prevalence of allergic diseases in the industrialized world. Some studies have indicated that probiotics may be effective in the prevention of eczema. In vitro studies indicate that probiotics have immunomodulatory effects. In the present study, we evaluated the effects of feeding Lactobacillus F19 during weaning on the incidence of eczema and Th1/Th2 balance. In a double-blind, placebo-controlled randomized intervention trial, infants were fed cereals with (n = 89) or without Lactobacillus F19 (n = 90) from 4 to 13 months of age. We assessed the cumulative incidence of eczema at 13 months of age. The ratio of interferon-γ (IFN-γ) to interleukin 4 (IL4) mRNA expression levels in polyclonally stimulated peripheral blood T cells was used as a proxy for immune balance. Total and specific IgE serum levels were also assessed. The cumulative incidence of eczema at 13 months was 11% (4–17%, 95% CI) and 22% (13–31%, 95% CI) in the probiotic and placebo groups, respectively (p < 0.05). The number needed to treat was 9 (6.5–11.5, 95% CI). At 13 months of age, the IFN-γ/IL4 mRNA ratio was higher in the probiotic compared with the placebo group (p < 0.05). In contrast, there were no differences between groups in serum concentrations of IgE. In summary, feeding Lactobacillus F19 during weaning could be an effective tool in the prevention of early manifestation of allergy, e.g., eczema. The higher Th1/Th2 ratio in the probiotic compared with the placebo group suggests enhancing effects of Lactobacillus F19 on the T cell-mediated immune response.