The concept of gene-environment (GxE) interactions has dramatically evolved in the last century and has now become a central theme in studies that assess the causes of human disease. Despite the numerous efforts to discover genes associated in asthma and allergy through various approaches, including the recent genome-wide association studies, investigation of GxE interactions has been mainly limited to candidate genes, candidate environmental exposures, or both. This review discusses the various strategies from hypothesis-driven strategies to the full agnostic search of GxE interactions with an illustration from recently published articles. Challenges raised by each piece of the puzzle (ie, phenotype, environment, gene, and analysis of GxE interaction) are put forward, and tentative solutions are proposed. New perspectives to integrate various types of data generated by new sequencing technologies and to progress toward a systems biology approach of disease are outlined. The future of a molecular network–based approach of disease to which GxE interactions are related requires space for innovative and multidisciplinary research. Assembling the various parts of a puzzle in a complex system could well occur in a way that might not necessarily follow the rules of logic.