The exposome concept arises from the need to integrate different disciplines of public health and environmental sciences, mainly including environmental epidemiology, exposure science, and toxicology. The role of the exposome is to understand how the totality of an individual's exposures throughout the lifetime can impact human health. The etiology of a health condition is rarely explained by a single exposure. Therefore, examining the human exposome as a whole becomes relevant to simultaneously consider multiple risk factors and more accurately estimate concurrent causes of different health outcomes. Generally, the exposome is explained through three domains: general external exposome, specific external exposome, and internal exposome. The general external exposome includes measurable population-level exposures such as air pollution or meteorological factors. The specific external exposome includes information on individual exposures, such as lifestyle factors, typically obtained from questionnaires. Meanwhile, the internal exposome encompasses multiple biological responses to external factors, detected through molecular and omics analyses. Additionally, in recent decades, the socio-exposome theory has emerged, where all exposures are studied as a phenomenon dependent on the interaction between socioeconomic factors that vary depending on the context, allowing the identification of mechanisms that lead to health inequalities. The considerable production of data in exposome studies has led researchers to face new methodological and statistical challenges, introducing various approaches to estimate the effect of the exposome on health. Among the most common are regression models (Exposome-Wide Association Study - ExWAS), dimensionality reduction and exposure grouping techniques, and machine learning methods. The significant conceptual and methodological innovation of the exposome for a more holistic evaluation of the risks associated with human health is continuously expanding and will require further investigations related to the application of information obtained from studies into prevention and public health policies.