Probiotics and prebiotics, alone or together (synbiotics), can influence the intestinal microbiota and modulate the immune response. They may therefore be tools that can prevent or alleviate certain pathologies involving the gut immune system, such as allergies for which no treatment is yet available. This review focuses first on the definitions of probiotics, prebiotics, and synbiotics and key cells in the gut immune system. It then discusses their effects on mucosal immune stimulation. Experimental findings suggest that different probiotic species have similar effects on innate immunity by improving the mechanisms of pathogen destruction. On the contrary, their impacts seem to be variable on the adaptive immune system. Prebiotics can also exert an influence on the gut immune system via the stimulation of the autochthonous bacteria metabolism. Finally, this review focuses on the effects of food supplements on allergy. Different studies performed in humans or rodents have supported a potential role for selected probiotics and prebiotics in reducing some allergic parameters. Probiotic effects on allergy treatment are unclear, especially in human studies. However, they are potentially effective at short-term for prevention when they are administered in perinatal conditions. A clinical study performed with an infant cohort revealed a beneficial effect of prebiotics in preventing allergic manifestations at long-term. Further studies are nonetheless essential to confirm these findings. Food supplements offer potential tools for the prevention or treatment of allergy, but insufficient evidence is available at present to recommend their use in clinical practice.