In recent years, allergic diseases have occurred frequently, affecting more than 20% of the global population. The current first-line treatment of anti-allergic drugs mainly includes topical corticosteroids, as well as adjuvant treatment of antihistamine drugs, which have adverse side effects and drug resistance after long-term use. Therefore, it is essential to find alternative anti-allergic agents from natural products. High pressure, low temperature, and low/lack of light lead to highly functionalized and diverse functional natural products in the marine environment. This review summarizes the information on anti-allergic secondary metabolites with a variety of chemical structures such as polyphenols, alkaloids, terpenoids, steroids, and peptides, obtained mainly from fungi, bacteria, macroalgae, sponges, mollusks, and fish. Molecular docking simulation is applied by MOE to further reveal the potential mechanism for some representative marine anti-allergic natural products to target the H1 receptor. This review may not only provide insight into information about the structures and anti-allergic activities of natural products from marine organisms but also provides a valuable reference for marine natural products with immunomodulatory activities.