Allergen immunotherapy (AIT) modifies immune responses to treat allergies. AIT treatment is a 3-month to 3-year long-term strategy, and its potential candidates are allergic rhinitis and asthma, food allergy, and insect venom allergy. AIT can be administered through specific routes recognized for allergy treatment strategies. A considerable body of knowledge about AIT is available, and the Food and Drug Administration (FDA) has approved the first peanut oral immunotherapy (OIT). The AIT effective type for other allergens and the route of administration are a real challenge. This paper reviews published literature on AIT mechanisms, administration routes, and safety.