Food allergies are one of the first manifestations of allergic disease and have been shown to significantly impact on general health perception, parental emotional distress and family activities. It is estimated that in the Western world, almost one in ten children have an IgE-mediated allergy. Cow's milk and egg allergy are common childhood allergies. Until recently, children with food allergy were advised to avoid all dietary exposure to the allergen to which they were sensitive, in the thought that consumption would exacerbate their allergy. However, recent publications indicate that up to 70% of children with egg allergy can tolerate egg baked in a cake or muffin without apparent reaction. Likewise, up to 75% of children can tolerate baked goods containing cow's milk, and these children demonstrate IgE and IgG4 profiles indicative of tolerance development. This article will review the current literature regarding the use of heated food allergens as immunotherapy for children with cow's milk and egg allergy.