Food-induced allergies have been regarded as an emergent problem of public health. Classified as important allergenic ingredients, the presence of walnut and other nuts as hidden allergens in processed foods constitutes a risk for sensitized individuals, being a real problem of allergen management. Attending to the increasing importance dedicated to walnut allergy, this review intends to provide the relevant and up-to-date information on main issues such as the prevalence of walnut allergy, the clinical threshold levels, the molecular characterization of walnut allergens and their clinical relevance, as well as the methodologies for walnut allergen detection in foods. As the walnut used in human diet comes from Juglans regia and Juglans nigra, the molecular characterization of the allergens from both species included in the prolamins (Jug r 1, Jug n 1 and Jug r 3), cupins (Jug r 2, Jug n 2 and Jug r 4) and profilins (Jug r 5), together with respective clinical relevance, were compiled in this review. The most recent progresses on walnut allergen detection techniques (protein- and DNA-based) are described and critically compared, including the emergent multitarget approaches.