Removal
The first measure to take is removal (eviction) of the allergen in question (after diagnosis, of course!). This is not always easy because of psychological associations (e.g. separating a child from a favourite pet) or sometimes even impossible (e.g. avoiding airborne pollen).
However, it should be possible to reduce the quantity of allergens (e.g.house dust) or even get rid of them (e.g. contact allergens).
Desensitisation
It would in fact be more accurate to talk about hyposensitisation. This treatment does not completely suppress allergen sensitisation, but it does make the patient less sensitive to allergens.