Allergy to house dust mites (HDM) is a perennial respiratory disease that affect more than half a billion people worldwide. Dermatophagoides pteronyssinus and D. farinae, two HDM species, are major sources of indoor allergens triggering allergic inflammation. Although symptomatic drugs are widely used to block the allergic reaction, allergen immunotherapy is the only curative treatment of IgE-mediated type I respiratory allergies. In this article, we review recent advances in various routes of allergen immunotherapy. We particularly focus on subcutaneous (SCIT) and sublingual (SLIT) immunotherapy, used as a reference therapy since they have transformed allergic treatments by improving symptoms (asthma and rhinitis) as well as the quality of life of patients. We also highlight recent data in more exploratory routes (i.e., oral, intralymphatic, epicutaneous and intradermal) and discuss respective advantages of various route, as well as their foreseen modes of action. Finally, we provide an update on biomarkers as well as on the relevance of the molecular profiling of allergic individuals related to treatment efficacy or asthma prediction.