Exercise-induced anaphylaxis was first described as a particular form of physical allergy about 30 years ago. As its name indicates, this disease is characterized by anaphylaxis that has exercise as the only identified triggering factor. The symptoms can develop in the course of everyday actions, which are of course difficult to avoid, and very little effort may induce a reaction. The diagnosis can thus have a great impact on the patient's daily life, particularly since no efficient prophylactic treatment has been identified yet. In this article, we review current knowledge about exercise-induced anaphylaxis (clinical manifestations, possible and known pathophysiological mechanisms, treatment) and its main differential diagnosis: food-dependent exercise-induced anaphylaxis and cholinergic urticaria.