α-Lactalbumin (BLA) and β-lactoglobulin (BLG) are the major whey proteins causing allergic reactions. Polyunsaturated fatty acids (PUFAs) stand among the extrinsic factors of the food matrix that can bind BLA and BLG and change their bioactivities, but their contribution to change the allergenic properties of these proteins has not been investigated. Here, we aimed to determine how PUFAs influence BLA and BLG to sensitize and trigger allergic responses in BALB/c mice. First, tricine–SDS–PAGE and spectroscopic assays identified that α-linolenic acid (ALA, as a proof-of-concept model) can induce BLA and BLG to form cross-linked complexes and substantially modify their conformation. Then, BALB/c mice (n = 10/group) were orally sensitized and challenged with BLA and BLG or ALA-interacted BLA and BLG, respectively. Allergic reactions upon oral challenge were determined by measuring clinical allergic signs, specific antibodies, levels of type-1/2 cytokines, the status of mast cell activation, and percentage of cell populations (B and T cells) in different tissues (PP, MLN, and spleen). Overall, systemic allergic reaction was promoted in mice gavage with ALA-interacted BLA and BLG by disrupting the Th1/Th2 balance toward a Th2 immune response with the decreased number of Tregs. Enhanced induction of Th2-related cytokines, as well as serum-specific antibodies and mast cell activation, was also observed. In this study, we validated that ALA in the food matrix promoted both the sensitization and elicitation of allergic reactions in BALB/c mice.