Data obtained from controlled clinical trials are the gold standard for evaluation of allergen immunotherapy (AIT) efficacy and safety. Less prone to biases (with a strong internal validity), they allow their use and external validation in the real world. The quantity and diversity of real-world data has increased exponentially, and access to large cohorts and electronic medical records have made this information increasingly accessible and useful for research and regulatory purposes. New retrospective database studies have confirmed the sustained benefits of grass, birch pollen, and house dust mite AIT for both allergic rhinitis and asthma symptom and medication scores, the prevention of asthma (when used in nonasthmatic rhinitics), and the real rate of adverse systemic reactions. They also have addressed clinical practice issues not elsewhere analyzed, including the management of polysensitized patients with respiratory allergies and adherence to AIT. Real-world evidence has its own biases and limits that need to be taken into account. In this article we present a concise summary of the literature about the role of real-world evidence in AIT.