Allergies are complex diseases that result from interactions between multiple genetic and environmental factors. However, the increase in allergies observed in the past decades is explained exclusively by environmental changes occurring in the same period. Presently, the exposome, the totality of specific and nonspecific external environmental exposures (external exposome) to which a subject is exposed from preconception onward and their consequences at the organ and cell levels (internal exposome), is being considered to explain the inception, development, and exacerbations of allergic diseases. Among the best-studied environmental factors of the specific external exposome, indoor and outdoor aeroallergens and air pollutants play a key role in the etiopathogenesis of the inflammatory response to allergens and in clinical manifestations of allergic disease. Climate change, urbanization, and loss of biodiversity affect sources, emissions, and concentrations of main aeroallergens and air pollutants and are among the most critical challenges facing the health and quality of life of the still increasing number of allergic patients today and in the coming decades. Thunderstorm-related asthma is a dramatic example of the effects of combined environmental factors and an in vivo model for understanding the mechanisms at work in respiratory allergy. Environment- or lifestyle-driven aberrancies in the gut and skin microbiome composition represent key mediators of allergic diseases. A better knowledge of the effect of the external exposome on allergy development is crucial for urging patients, health professionals, and policymakers to take actions to mitigate the effect of environmental changes and to adapt to them.