Allergy shots are injections you receive at regular intervals over a period of approximately three to five years to stop or reduce allergy attacks. Allergy shots are a form of treatment called immunotherapy. Each allergy shot contains a tiny amount of the specific substance or substances that trigger your allergic reactions. These are called allergens. Allergy shots contain just enough allergens to stimulate your immune system; but not enough to cause a full-blown allergic reaction.Over time, your doctor increases the dose of allergens in each of your allergy shots. This helps get your body used to the allergens (desensitization). Your immune system builds up a tolerance to the allergens, causing your allergy symptoms to diminish over time.