Allergic diseases are on the increase and current therapies are lacking in efficacy and patient compliance. In recent years, the idea of prophylactic measures, especially for children at high risk for allergy, has become increasingly popular. This review summarizes the available preclinical data for protective allergy vaccines, with a focus on one of the most promising vaccine candidates; mRNA vaccines. Recently, mRNA vaccines have been rediscovered as an alternative to their more prominent counterparts, the DNA vaccines. Allergen-encoding mRNA vaccines elicit long-lasting protection from sensitization, and induce a type of immunity similar to the natural protective response that is acquired in the presence of microbial burden early in life. Owing to their excellent safety profile, they represent the ideal candidates for a vaccine that aims to protect at-risk children who have not yet been sensitized to allergens.