The life-threating nature of the anaphylactic reactions promotes a growing interest to discover new biomarkers that could support their better diagnosis and prevention. However, both the clinical features and the etiopathology of anaphylaxis are very diverse, hindering the elucidation of valuable molecular indicators of disease. Most studies of anaphylaxis have focused on the immune system. Precisely, anaphylactic reactions are characterized primarily by IgE-mediated activation of mast cells and basophils and the release of several mediators. Among them, determinations of the serum tryptase levels is the main in vitro test used to confirm the reaction and there are no available biomarkers with predictive capacity for this pathological event. However, recent research has postulated that alternative pathways, cell types and systems are involved. Consequently, different molecular products have been explored and indicated as potential biomarkers, but none of them have been translated into the clinical practice yet. Precisely, vasoactive agents, proteases, proteoglycans, lipids, interleukins, cytokines, products of the complement-contact and coagulation systems, circulating proteins, extracellular vesicles, microRNAs and metabolites have been found to be altered in patients with anaphylaxis. The recognition of biological processes and molecular pathways interacting in the magnitude of the microenvironments switched on in anaphylaxis will notably nourish the clinical practice and the recognition of better molecular markers. Therefore, this article covers a broad review of the different mediators described in anaphylaxis and their proposal as biomarkers of this pathological event, as well as their role in the molecular basis of the reaction.