Asthma is a widespread respiratory disease caused by complex contribution from genetic, environmental and behavioral factors. For several decades, its sensitivity to environmental factors has been investigated in single exposure (or single family of exposures) studies, which might be a narrow approach to tackle the etiology of such a complex multifactorial disease. The emergence of the exposome concept, introduced by C. Wild (2005), offers an alternative to address exposure-health associations. After presenting an overview of the exposome concept, we discuss different statistical approaches used to study the exposome-health associations and review recent studies linking multiple families of exposures to asthma-related outcomes. The few studies published so far on the association between the exposome and asthma-related outcomes showed differences in terms of study design, population, exposome definition and statistical methods used, making their results difficult to compare. Regarding statistical methods, most studies applied successively univariate (Exposome-Wide Association Study (ExWAS)) and multivariate (adjusted for co-exposures) (e.g., Deletion-Substitution-Addition (DSA) algorithm) regression-based models. This latest approach makes it possible to assess associations between a large set of exposures and asthma outcomes. However, it cannot address complex interactions (i.e., of order ≥3) or mixture effects. Other approaches like cluster-based analyses, that lead to the identification of specific profiles of exposure at risk for the studied health-outcome, or mediation analyses, that allow the integration of information from intermediate biological layers, could offer a new avenue in the understanding of the environment-asthma association. European projects focusing on the exposome research have recently been launched and should provide new results to help fill the gap that currently exists in our understanding of the effect of environment on respiratory health.