Both genetic and environmental factors are important for the development of allergic diseases. However, a detailed understanding of how such factors act together is lacking. To elucidate the interplay between genetic and environmental factors in allergic diseases, we used a novel bioinformatics approach that combines feature selection and machine learning. In two materials, PARSIFAL (a European cross-sectional study of 3113 children) and BAMSE (a Swedish birth-cohort including 2033 children), genetic variants as well as environmental and lifestyle factors were evaluated for their contribution to allergic phenotypes. Monte Carlo feature selection and rule based models were used to identify and rank rules describing how combinations of genetic and environmental factors affect the risk of allergic diseases. Novel interactions between genes were suggested and replicated, such as between ORMDL3 and RORA, where certain genotype combinations gave odds ratios for current asthma of 2.1 (95% CI 1.2-3.6) and 3.2 (95% CI 2.0-5.0) in the BAMSE and PARSIFAL children, respectively. Several combinations of environmental factors appeared to be important for the development of allergic disease in children. For example, use of baby formula and antibiotics early in life was associated with an odds ratio of 7.4 (95% CI 4.5-12.0) of developing asthma. Furthermore, genetic variants together with environmental factors seemed to play a role for allergic diseases, such as the use of antibiotics early in life and COL29A1 variants for asthma, and farm living and NPSR1 variants for allergic eczema. Overall, combinations of environmental and life style factors appeared more frequently in the models than combinations solely involving genes. In conclusion, a new bioinformatics approach is described for analyzing complex data, including extensive genetic and environmental information. Interactions identified with this approach could provide useful hints for further in-depth studies of etiological mechanisms and may also strengthen the basis for risk assessment and prevention.