Necrotizing enterocolitis (NEC) is a critical intestinal emergency condition, which mainly occurs in preterm very low birth weight (PVLBW) infants. Despite remarkable advances in the care of PVLBW infants, with considerable improvement of the survival rate in recent decades, the incidence of NEC and NEC-related mortality have not declined accordingly. The fast progression from nonspecific signs to extensive necrosis also makes primary prevention the first priority. Recently, increasing evidence has indicated the important role of several nutrients in primary prevention of NEC. Therefore, the aim of this review is to summarize some potential immunomodulatory nutrients in the prevention of NEC, including bovine colostrum, probiotics, prebiotics (e.g., human milk oligosaccharides), long chain polyunsaturated fatty acids, and amino acids (glutamine, cysteine and N-acetylcysteine, l-arginine and l-citrulline). Based on current research evidence, probiotics are the most documented effective method to prevent NEC, while others still require further investigation in animal studies and clinical randomized controlled trials.