The functionality of breast milk in terms of immunity is well-known. Despite this, a significant proportion of breastfed infants exhibit sensitization to different potentially allergenic proteins and clinical reactivity (including anaphylaxis) early in life and before the introduction of complementary feeding for the first time. The potential induction of early oral tolerance to overcome early allergic sensitization through exposure to allergens in breast milk also remains controversial and not yet well-established. The objective of this scoping review is to provide a critical appraisal of knowledge about the content of cow’s milk antigens in human milk. The amount of dietary derived milk antigens found in human milk and the analytical methodologies used to detect and quantify these antigens, the allergic status of the mother, the stage of lactation, the time of sampling (before or after ingestion of food), and the impact of human milk allergen on the infant were the outcomes that were assessed. Allergy risk was explored in all reviewed studies and could help to better elucidate its role in the context of allergic disease development. According to the included literature, we can conclude that there are mainly fragments derived from bovine proteins in human milk, and the presence of potentially allergenic molecules is greater in the milk of mothers with an allergic tendency. A clear relationship between maternal diet and allergen content in breast milk could not be firmly concluded though. Also, infants receiving milk from human milk banks, where donor milk is pasteurized for preservation, may be subject to greater risk of allergy development, especially for β-lactoglobulin.