For effective monitoring and prevention of the food allergy, one of the emerging health problems nowadays, existing diagnostic procedures and allergen detection techniques are constantly improved. Meanwhile, new methods are also developed, and more and more putative allergens are discovered. This review describes traditional methods and summarizes recent advances in the fast evolving field of the in vitro food allergy diagnosis, allergen detection in food products and discovery of the new allergenic molecules. A special attention is paid to the new diagnostic methods under laboratory development like various immuno- and aptamer-based assays, including immunoaffinity capillary electrophoresis. The latter technique shows the importance of MS application not only for the allergen detection but also for the allergy diagnosis.