Heat treatment of several foods, including all types of cooking, has been mainly used to minimize the number of viable microbes, reduce pathogenicity, and destroy the undesirable enzymes, maintaining food quality. In addition, food processing improves sensory, nutritional, and physical properties of the foods, due to food protein denaturation. Heat-induced alterations of food proteins can attenuate allergenicity. In this article, the authors review the important role of thermal processing on milk and egg proteins, which comprise the commonest food allergies in infancy and early childhood.