Allergen-specific immunotherapy is a well-established treatment for respiratory allergy. It is usually administered subcutaneously, and with this route several severe adverse events and fatalities have been described. Therefore, in the last 15 years, novel routes of administration (local routes) were developed. Sublingual and local nasal immunotherapy are now considered as viable alternatives to the injection route, mainly due to their optimal safety. The use of nasal immunotherapy is at present declining. On the other hand, sublingual immunotherapy was investigated in twenty-two randomized controlled trials and two postmarketing surveys: its safety profile turned out to be satisfactory in both adults and children, gastrointestinal complaints being the most frequently reported side effects. These side effects were always mild and could be treated with proper dose adjusting. At variance with injection immunotherapy, no severe systemic adverse event has ever been described. Its safety is also supported by pharmacokinetics and immunological data. Experimental data on the safety of sublingual and nasal immunotherapy will be reviewed.