we're usually say אָלֶרְגִיָה (a-ller-gi-ya), and because it is very important, If you ever need to talk about allergies you have use this word, but given that it is a Hebrew course I'de like to note that there is Hebrew word (an un-loaned word) for allergy, and it is רַגֶּשֶׁת (ra-ge-shet; from the word רַגִּישׁ, literally - sensitive, but in this context it means vulnerable).
there is also intolerance and sensitivity that translated into רְגִּישׁוּת (re-gi-shut).
you would use this words like this:
I am allergic to onion - אני אלרגי לבצל
I have an allergy to onion - יש לי אלרגיה לבצל
I suffer from allergy to onion - אני סובל מאלרגיה לבצל
the same goes for sensitivity and intolerance