Atopy has been long used as the screening method for airway allergy. Nevertheless, aeroallergens can trigger respiratory symptoms not only in atopic patients (atopic respiratory allergy, ARA), but also in non‐atopic subjects (local respiratory allergy, LRA). Moreover, ARA and LRA can coexist in the same patient, and this clinical scenario has been called dual respiratory allergy (DRA). When the clinical history cannot determine the relevance of sensitizations in ARA patients, nasal, conjunctival or bronchial allergen challenges (NAC, CAC, and BAC, respectively) should be conducted. Moreover, these tests are required to identify patients with LRA and DRA. The clarification of the allergic triggers of airway diseases has a profound impact on the management strategies the patients can be offered. Importantly, allergen immunotherapy (AIT) remains as the only disease‐modifying intervention for ARA. Recent data indicate that AIT might have a similar effect on LRA patients. Nevertheless, AIT success relies largely on the correct phenotyping of allergic individuals, and NAC, CAC, and BAC are very helpful tools in this regard. In this review, we will summarize the main indications and methodology of CAC, NAC, and BAC. Importantly, the clinical implementation of these tests might translate into precision medicine approaches and better health outcomes for patients with airway allergy.