House dust mites are small arthropods that produce proteins—found in their feces, body parts, and eggs—that are major triggers of human allergies worldwide. The goal of this review is to describe the current methods used to identify these allergens. A literature search for allergen identification methods employed between 1995 and 2016 revealed multiple techniques that can be broadly grouped into discovery and confirmation phases. The discovery phase employs screening for mite proteins that can bind IgEs in sera from animals or patients allergic to dust mites. The confirmation phase employs biochemical methods to isolate either native or recombinant mite proteins, confirms the IgE binding of the purified allergens, and uses either in vitro or in vivo assays to demonstrate that the purified antigen can stimulate an immune response. The methods used in the two phases are defined and their strengths and weaknesses are discussed. The majority of HDM-allergic patients may respond to just a small subset of proteins, but new protein discovery methods are still warranted in order to develop a complete panel of HDM allergens for component resolved diagnosis and patient-tailored therapies.