Food allergies are a global food challenge. For correct food labelling, the detection and quantification of allergens are necessary. However, novel product formulations and industrial processes produce new scenarios, which require much more technological developments. For this purpose, OMICS technologies, especially proteomics, seemed to be relevant in this context. This review summarises the current knowledge and studies that used proteomics to study food allergens. In the case of the allergenic proteins, a wide variety of isoforms, post-translational modifications and other structural changes during food processing can increase or decrease the allergenicity. Most of the plant-based food allergens are proteins with biological functions involved in storage, structure, and plant defence. The allergenicity of these proteins could be increased by the presence of heavy metals, air pollution, and pesticides. Targeted proteomics like selected/multiple reaction monitoring (SRM/MRM) have been very useful, especially in the case of gluten from wheat, rye and barley, and allergens from lentil, soy, and fruit. Conventional 1D and 2-DE immunoblotting have been further widely used. For animal-based food allergens, the widely used technologies are 1D and 2-DE immunoblotting followed by MALDI-TOF/TOF, and more recently LC-MS/MS, which is becoming useful to assess egg, fish, or milk allergens. The detection and quantification of allergenic proteins using mass spectrometry-based proteomics are promising and would contribute to greater accuracy, therefore improving consumer information.