Asthma is a major driver of health care costs across ages. Despite widely disseminated asthma-treatment guidelines and a growing variety of effective therapeutic options, most patients still experience symptoms and/or refractoriness to standard of care treatments. As a result, most patients undergo a further intensification of therapy to optimize symptom control with a subsequent increased risk of side effects. Raising awareness about the relevance of evaluating aeroallergen sensitizations in asthmatic patients is a key step in better informing clinical practice while new molecular tools, such as the component resolved diagnosis, may be of help in refining the relationship between sensitization and therapeutic recommendations. In addition, patient care should benefit from reliable, easy-to-measure and clinically accessible biomarkers that are able to predict outcome and disease monitoring. To attain a personalized asthma management and to guide adequate treatment decisions, it is of paramount importance to expand clinicians’ knowledge about the tangled relationship between asthma and allergy from a molecular perspective. Our review explores the relevance of allergen testing along the asthma patient’s journey, with a special focus on recurrent wheezing children. Here, we also discuss the unresolved issues regarding currently available biomarkers and summarize the evidence supporting the eosinophil-derived neurotoxin as promising biomarker.