Although allergen-specific sublingual (SLIT) and subcutaneous immunotherapy (SCIT) have been demonstrated to be clinically effective with similar immunological responses, head-to-head studies comparing those two modes of allergen administration in terms of onset of clinical improvement along with simultaneous immunological responses and underlying mechanisms of preventive effect are scarce. The present review will update current data on this issue. Compared with SLIT, SCIT provides a rapid onset of clinical improvement by eliciting a simultaneous surge in production of T helper 1 (Th1) and T regulatory cell (Treg) cytokines and blocking antibodies. Similar immunological and clinical responses are evoked quite later, with no effect on Immunoglobulin G (IgG)4 levels during SLIT. Increases in TGFβ secretion due to nonrelevant allergens during SLIT may explain the preventive effect on new sensitizations. SLIT and SCIT are both clinically effective in the treatment of respiratory allergic diseases with slight differences in the early phase in terms of onset of clinical efficacy and simultaneous immunological responses. Both SLIT and SCIT induce similar T-cell responses in time, but specific IgG4-blocking antibody responses are more prevalent following SCIT. Further head-to-head studies addressing the preventive effect of monotherapy and the efficacy and immunological responses of nonrelated multiallergen immunotherapy in polysensitized patients are warranted.