Air pollution and climate change are potential drivers for the increasing burden of allergic diseases. The molecular mechanisms by which air pollutants and climate parameters may influence allergic diseases, however, are complex and elusive. This article provides an overview of physical, chemical and biological interactions between air pollution, climate change, allergens, adjuvants and the immune system, addressing how these interactions may promote the development of allergies. We reviewed and synthesized key findings from atmospheric, climate, and biomedical research. The current state of knowledge, open questions, and future research perspectives are outlined and discussed. The Anthropocene, as the present era of globally pervasive anthropogenic influence on planet Earth and, thus, on the human environment, is characterized by a strong increase of carbon dioxide, ozone, nitrogen oxides, and combustion- or traffic-related particulate matter in the atmosphere. These environmental factors can enhance the abundance and induce chemical modifications of allergens, increase oxidative stress in the human body, and skew the immune system toward allergic reactions. In particular, air pollutants can act as adjuvants and alter the immunogenicity of allergenic proteins, while climate change affects the atmospheric abundance and human exposure to bioaerosols and aeroallergens. To fully understand and effectively mitigate the adverse effects of air pollution and climate change on allergic diseases, several challenges remain to be resolved. Among these are the identification and quantification of immunochemical reaction pathways involving allergens and adjuvants under relevant environmental and physiological conditions.