Can allergy shots really cause weight gain?

No: Allergy shots have no calories and don't increase one's appetite, so they do not cause weight gain. However, if a patient snacks on the way to the doctor's office, snacks in the waiting room, and snacks on the way home, then he will end up getting a lot of extra calories from going to get allergy shots.

1 way-maybe: If the allergic symptoms are so severe you feel poorly, you may have decreased appetite. In addition, allergies may adversely affect the sense of smeell and/or taste diminishing the appetite. Thus if the shots are effective, you may feel better, eating more and gaining weight. This scenario is a possibility.

Never studied: I am not aware of any clinical data on weight gain and immunotherapy. Antihistamines do stimulate appetite so that could be s confounder. Anecdotally I have not seen this phenomenon in my clinical practice.