Whey and its components are recognized as value-added ingredients in infant formulas, beverages, sports nutritious foods, and other food products. Whey offers opportunities for the food industrial sector to develop functional foods with potential health benefits due to its unique physiological and functional attributes. Despite all the above importance, the consumption of whey protein (WP) can trigger hypersensitive reactions and is a constant threat for sensitive individuals. Although avoiding such food products is the most successful approach, there is still a chance of incorrect labeling and cross-contamination during food processing. As whey allergens in food products are cross-reactive, the phenomenon of homologous milk proteins of various species may escalate to a more serious problem. In this review, nonthermal processing technologies used to prevent and eliminate WP allergies are presented and discussed in detail.These processing technologies can either enhance or mitigate the impact of potential allergenicity. Therefore, the development of highly precise analytical technologies to detect and quantify the existence of whey allergens is of considerable importance. The present review is an attempt to cover all the updated approaches used for the detection of whey allergens in processed food products.Immunological and DNA-based assays are generally used for detecting allergenic proteins in processed food products. In addition, mass spectrometry is also employed as a preliminary technique for detection. We also highlighted the latest improvements in allergen detection toward biosensing strategies particularly immunosensors and aptasensors.