Younger children were 27 percent more at risk, according to the study.
Although the study does not prove that burgers, fries and nuggets cause these problems, doctors say the association is compelling.
"No reason to raise major alarms as far as never eating fast food. But I think everything in moderation. It's something that needs further exploration," Sharmilee Nyenhuis, allergist/immunologist at University of Illinois Hospital.
The study, pubhlished in the British medical journal Thorax, asked nearly half a million young teenagers and children about their eating habits.
The questionnaire also took note of whether they experienced wheezing, eczema or an itchy nose.
Experts say fast foods contain high levels of saturated and trans fatty acids, which are thought to affect the immune system by causing an inflammatory response.
"The center of those diseases are inflammation, so it is possible that eating excessive amounts of these foods can potentially promote or worsen these asthma and allergic diseases," said Nyenhuis.
Experts say eating fruit appears to be a protective measure. Those who had three or more weekly servings of fruit saw a reduction in symptom severity.
Fruit is rich in antioxidants and other beneficial compounds, according to health officials.
"These antioxidants may have protective effects by reducing inflammation," said Nyenhuis.