β-Lactoglobulin (β-LG) is a major allergen in cow’s milk. In this study, synchronous fluorescence spectroscopy, three-dimensional fluorescence spectroscopy, circular dichroism (CD) spectroscopy, molecular docking, and indirect competitive enzyme-linked immunosorbent assay were used to explore the interaction of docosahexaenoic acid (DHA) with β-LG and its influence on the allergenicity of β-LG. The results showed that the binding of DHA to β-LG significantly changed the microenvironment of the aromatic residues of β-LG and increased its polarity. DHA bound to β-LG to form a stable complex through hydrophobic interactions, changing the secondary structure of β-LG and resulting in folding of its backbone. The relative content of β-sheet increased and then decreased with increasing concentration of DHA, while the relative content of α-helix showed an opposite trend. However, the relative contents of β-turn and random coil showed irregular changes. In addition, the antigenicity of β-LG decreased after combination with DHA, and the immunoglobulin E (IgE) binding ability inhibition rate was about 29% by 3 mmol/L DHA.