Seafood is considered one of the main food allergen sources by the European Food Safety Authority (EFSA). It comprises several distinct groups of edible aquatic animals, including fish and shellfish, such as crustacean and mollusks. Recently, the EFSA recognized the high risk of food allergy over the world and established the necessity of developing new methodologies for its control. Consequently, accurate, sensitive, and fast detection methods for seafood allergy control and detection in food products are highly recommended. In this work, we present a comprehensive review of the applications of the proteomics methodologies for the detection and quantification of seafood allergens. For this purpose, two consecutive proteomics strategies (discovery and targeted proteomics) that are applied to the study and control of seafood allergies are reviewed in detail. In addition, future directions and new perspectives are also provided.