Food allergy can cause food-related anaphylaxis. Food allergen labeling is the principal means of protecting sensitized individuals. This motivated European Directive 2003/89 on the labeling of ingredients or additives that could trigger adverse reactions, which has been in effect since 2005. During this study, we developed animal models with allergy to ovalbumin, caseinate, and isinglass in order to be able to detect fining agent residues that could induce anaphylactic reactions in sensitized mice. The second aim of the study was to design sandwich ELISA tests specific to each fining agent in order to detect their residue antigenicity, both during wine processing and in commercially available bottled wines. Sensitized mice and sandwich ELISA methods were established to test a vast panel of wines. The results showed that although they were positive to our highly sensitive sandwich-ELISA tests, some commercially available wines are not allergenic in sensitized mice. Commercially available bottled wines made using standardized processes, fining, maturation, and filtration, do not therefore represent any risk of anaphylactic reactions in sensitized mice.