Paul McBride, MD, an allergist with The Everett Clinic explains Anaphylaxis. Anaphylaxis is your system's immediate response to something bad. Anaphylaxis can be caused by a food allergy (such as peanut, soybean, dairy, etc.) and is a very severe condition that needs to be treated immediately. There are treatment options for allergies that includes a series of shots that allows your immune system to build up a tolerance to the food.