Food allergy is a worldwide issue, with an estimated prevalence of 2-10%. An effective treatment is not available for people affected and the only management is the avoidance of the allergen. Oral immunotherapy and sublingual immunotherapy have been tested by several authors, in particular for milk, egg and peanuts allergy, with significant results in term of desensitization induction. The achievement of tolerance is by the contrary doubtful, with different results obtained. In this review, we reviewed protocols of oral and sublingual immunotherapy for food allergy published in literature, mainly against milk, egg and peanut. At present, immunotherapy does not represent the gold standard in the treatment of food allergy, even if it can desensitize patients.