Proteinaceous products are widely used as fining agents during winemaking to remove unwanted insoluble particles and undissolved microscopic particles (colloidal material) from the must or wine to improve stability. Some of them (egg white, caseinates, and fish gelatine) have allergenic potential and the presence of their residues in the final product could represent a risk for allergic individuals. Moreover, lysozyme (an egg allergen) is included among wine additives to control the fermentation processes and avoid spoiling during winemaking. The aim of this paper is to review the experimental/clinical data on the use of allergenic products in enology and the measurement of relative risk for sensitized subjects. In addition, methods developed specifically for the quantification of allergenic residues in must and wine are described.