The prevalence of wheat allergy has reached significant levels in many countries. Therefore, wheat is a major global food safety and public health issue. Animal models serve as critical tools to advance the understanding of the mechanisms of wheat allergenicity to develop preventive and control methods. A comprehensive review on the molecular mechanisms of wheat allergenicity using animal models is unavailable at present. There were two major objectives of this study: To identify the lessons that animal models have taught us regarding the molecular mechanisms of wheat allergenicity and to identify the strengths, challenges, and future prospects of animal models in basic and applied wheat allergy research. Using the PubMed and Google Scholar databases, we retrieved and critically analyzed the relevant articles and excluded celiac disease and non-celiac gluten sensitivity. Our analysis shows that animal models can provide insight into the IgE epitope structure of wheat allergens, effects of detergents and other chemicals on wheat allergenicity, and the role of genetics, microbiome, and food processing in wheat allergy. Although animal models have inherent limitations, they are critical to advance knowledge on the molecular mechanisms of wheat allergenicity. They can also serve as highly useful pre-clinical testing tools to develop safer genetically modified wheat, hypoallergenic wheat products, novel pharmaceuticals, and vaccines.