Thermal processing of allergenic foods has the potential to induce a number of changes in the constituent allergens, but many of the effects of heat treatment are poorly defined. Like numerous other commonly allergenic tree nuts, walnuts often undergo heat treatment, such as roasting, prior to consumption. This study evaluated the changes in solubility and detectability of allergens from roasted walnuts using tandem mass spectrometry methods. Walnuts were roasted at 132 °C or 180 °C for 5, 10, or 20 minutes prior to preparation for LC-MS/MS using sequential or simultaneous protocols for extraction and trypsin digestion. LC-MS/MS data analysis incorporated label-free quantification and Maillard adduct screening. Relatively minor changes in detection were demonstrated following roasting in some allergenic proteins (2S albumin, LTP, and the 7S vicilin N-terminal region) with the LC-MS/MS method. The mature 7S vicilin and 11S legumin, however, showed significantly increased detection in the highest heat treatment sample when using the simultaneous extraction/digestion protocol, an effect likely due to increased digestibility of the proteins following heating. The results of this study indicate that individual walnut allergens respond differently to thermal processing, and the detection of these proteins by LC-MS/MS is dependent on the protein in question, its susceptibility to proteolytic digestion, the degree of thermal processing, and the sample preparation methodology.