Honey bees and the pollination services they provide are fundamental for agriculture and biodiversity. Agrochemical products and other classes of contaminants, such as trace elements and polycyclic aromatic hydrocarbons, contribute to the general decline of bees’ populations. For this reason, effects, and particularly sublethal effects of contaminants need to be investigated. We conducted a review of the existing literature regarding the type of effects evaluated in Apis mellifera, collecting information about regions, methodological approaches, the type of contaminants, and honey bees’ life stages. Europe and North America are the regions in which A. mellifera biological responses were mostly studied and the most investigated compounds are insecticides. A. mellifera was studied more in the laboratory than in field conditions. Through the observation of the different responses examined, we found that there were several knowledge gaps that should be addressed, particularly within enzymatic and molecular responses, such as those regarding the immune system and genotoxicity. The importance of developing an integrated approach that combines responses at different levels, from molecular to organism and population, needs to be highlighted in order to evaluate the impact of anthropogenic contamination on this pollinator species.