This review aims to summarize our current knowledge of the impact of advanced glycation products (AGEs) in the diet on the development of allergies. The association between modern dietary patterns that contain high amounts of thermally processed food products, and the development of allergies is of great concern. One group of molecules generated by such dietary patterns is AGEs resulting from the Maillard reaction (MR). Evidence suggests that the MR could influence the allergenicity of food proteins because it alters the structure of proteins by modifying lysine and arginine residues with various types of AGE structures. Several studies, including ours, have indicated that certain AGEs affect innate immune responses via the engagement of AGE-binding receptors. AGEs could also influence the composition of the gut microbiome and its metabolites. Collectively, AGEs may alter the risk of multiple disorders, including allergies, by interacting with innate immunity and changing the gut microbiome.