Furry mammals kept as pets are important allergen sources. The prevalence of sensitization to dander from various animals appears to be increasing worldwide. Several mammalian allergens from diverse species and distinct protein families have been characterized, and some are available for component-resolved diagnostics (CRD). This review presents an overview of mammalian aeroallergens with a focus on cat, dog, and horse allergens. The potential of CRD in fine-tuning the diagnostic work-up following traditional methods based on whole allergen extracts and allergen immunotherapy is discussed. The review highlights the clinical utility of CRD, particularly as a marker/predictor of increased asthma risk and disease severity. Finally, several perspectives of the future implications of CRD are offered in the context of furry animal allergens.