Allergic/atopic patients do not develop immune tolerance to certain substances in the environment which are harmless to non-allergic individuals. These patients are hypersensitive to these substances-allergens. Specific Allergen Immunotherapy (AIT), also known as Allergy Shots or Desensitization, is a therapeutic approach used to treat allergic conditions, such as allergic rhinitis, allergic asthma, and insect sting allergies. The primary goal of AIT is to reduce the allergic response to specific allergens by gradually exposing the patient to increasing doses of the allergen over time. This exposure helps the immune system build tolerance to the allergen, leading to a decrease in allergic symptoms and a long-term improvement in clinical outcomes. Research has confirmed the long-term clinical efficacy of AIT, and its ability to induce antigen-specific tolerance. In this review, we aim to discuss the immunological mechanisms involved in different types of AITs, their efficacy and safety.