The mechanism by which thermal/pressure processing influences the allergenicity of shrimp (Penaeus vannamei) was explored by anaphylaxis in mice, the protein structure, gastrointestinal digestion, and linear epitopes. Roasting induced the unfolding of the structure, which may reduce the allergenicity, but it made more linear epitopes to be exposed, causing mice to exhibit similar systemic anaphylaxis as mice fed with the raw shrimp protein (p > 0.05). However, the roasted + reverse-pressure-sterilized shrimp can significantly reduce specific antibodies, mast cell degranulation, vascular permeability, and histopathological morphology in mice compared with the raw and roasted shrimp (p < 0.05) because reverse-pressure sterilization causes protein to aggregate, hiding the heat/digested stable epitopes of arginine kinase (Glu59-Ser63, Asn112-Lys118, Leu131-Phe136, and Ser158-Glu162) and sarcoplasmic calcium-binding protein (Asn57-Phe67, Ser159-Cys165, and Glu126-Ala130) inside a 3D structure, while gastrointestinal digestion can destroy immunodominant, minor epitopes and the epitopes exposed by roasting. Meanwhile, the low binding frequency of IgE to troponin C was also responsible for maintaining the hypoallergenicity of shrimp.