Baked milk and egg have the potential to act as a form of oral immunotherapy (OIT). Clinical studies have shown that a majority of milk- and egg-allergic children can tolerate these allergens modified in baked form, and immunologic changes reported in subjects ingesting baked milk and egg mirror those seen in food allergy OIT trials. In addition, several studies have indicated that resolution of milk and egg allergies occur sooner in populations regularly ingesting baked milk and egg. Oral food challenges remain the best method for determining tolerability of baked milk and egg since baseline characteristics and diagnostic testing have not been reliable predictors. In this review, we explore the tolerability of baked milk and egg and their potential as OIT treatment for milk and egg allergy.