Abstract Hen's egg allergy is the second most frequent food allergy found in children. Allergic symptoms can be caused by raw or heated egg, but a majority of egg‐allergic children can tolerate hard‐boiled or baked egg. Understanding the reasons for the tolerance towards heated egg provides clues about the molecular mechanisms involved in egg allergy, and the differential allergenicity of heated and baked egg might be exploited to prevent or treat egg allergy. In this review, we therefore discuss (i) why some patients are able to tolerate heated egg; by highlighting the structural changes of egg white (EW) proteins upon heating and their impact on immunoreactivity, as well as patient characteristics, and (ii) to what extent heated or baked EW might be useful for primary prevention strategies or oral immunotherapy. We describe that the level of immunoreactivity towards EW helps to discriminate patients tolerant or reactive to heated or baked egg. Furthermore, the use of heated or baked egg seems effective in primary prevention strategies and might limit adverse reactions. Oral immunotherapy is a promising treatment strategy, but it can sometimes cause significant adverse events. The use of heated or baked egg might limit these, but current literature is insufficient to conclude about its efficacy.