The Shanghai Women's Asthma and Allergy Study is the first population-based incidence study designed to assess the associations of dietary antioxidant intake and measures of oxidative stress and antioxidant enzyme activity with development of adult-onset asthma and allergic rhinitis. A total of 65,732 participants in the Shanghai Women's Health Study, an ongoing cohort study in seven districts of Shanghai, People's Republic of China, were recruited to the Shanghai Women's Asthma and Allergy Study from 2003 to 2007. Dietary intake was assessed in the parent study by using a validated and quantitative food frequency questionnaire at baseline recruitment and at the first biennial follow-up survey. Blood and urine samples were collected to measure baseline oxidative stress, antioxidant enzyme activity, and nutrient levels at the baseline survey. Incident asthma and allergic rhinitis were assessed by using a modification of the International Study of Asthma and Allergies in Childhood questionnaire during the biennial in-person survey of the Shanghai Women's Health Study. Diagnosis of asthma was confirmed by either methacholine challenge testing or test of reversibility to beta-agonists. Dietary antioxidant intake, plasma antioxidants, antioxidant enzymes, and urinary isoprostanes, a marker of oxidative stress, were measured prior to disease onset. This paper describes the study objectives, design, population demographics, and recruitment results.