Fish allergy is a life-long food allergy whose prevalence is affected by many demographic factors. Currently, there is no cure for fish allergy, which can only be managed by strict avoidance of fish in the diet. According to the WHO/IUIS Allergen Nomenclature Sub-Committee, 12 fish proteins are recognized as allergens. Different processing (thermal and non-thermal) techniques are applied to fish and fishery products to reduce microorganisms, extend shelf life, and alter organoleptic/nutritional properties. In this concise review, the development of a consistent terminology for studying food protein immunogenicity, antigenicity, and allergenicity is proposed. It also summarizes that food processing may lead to a decrease, no change, or even increase in fish antigenicity and allergenicity due to the change of protein solubility, protein denaturation, and the modification of linear or conformational epitopes. Recent studies investigated the effect of processing on fish antigenicity/allergenicity and were mainly conducted on commonly consumed fish species and major fish allergens using in vitro methods. Future research areas such as novel fish species/allergens and ex vivo/in vivo evaluation methods would convey a comprehensive view of the relationship between processing and fish allergy.