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Background: The basis for qualification for venom immunotherapy (VIT) is the fulfilment of both the clinical and immunological criteria. Diagnostic tests that confirm the immunological criterion of an IgE-mediated sensitization include skin prick tests (SPT), intradermal tests (IDT), and serum specific IgE (sIgE) for the culprit venom. Objective: This study aimed to assess the usefulness of SPT as the immunological marker in the diagnosis of insect venom sensitization in children with history of systemic reaction (SR) to insect sting evaluated by means of I-IV-grades Mueller's scale. There are no such studies in children. Methods: This cross-sectional study sample consisted of 416 children aged 3–18 years (mean age 10.6 ± 3.8), 76% males, all with the history of a systemic reaction (SR) after a Hymenoptera sting (48% of grade III/IV according to Mueller scale), diagnosed between 1999 and 2019 in the tertiary referral centre. The standard diagnostic tests were used. Specificity, sensitivity, and positive and negative predictive values were computed to assess the diagnostic properties of the clinical tests to distinguish between mild and severe SR. To assess the relative value of an individual test in predicting the qualification to VIT we incorporated the Shapley value (SV). Results: Positive SPT results were found in up to no more than 3% of children; among them less than 1% had only positive SPT and were negative for sIgE and IDT. Approximately 85% of the children had detectable venom sIgE, followed by positive IDT (75%). Almost 70% of children had positive both sIgE and IDT results. In children with grade III/IV reaction, about 80% of children had positive results of both of these tests. sIgE and IDT had sensitivity >0.80, whereas SPT had high specificity (>0.97) in differentiating between mild and severe SR. Relative value of diagnostic tests in predicting qualification to VIT varied between venoms. Bee venom IDT had higher SV (0.052) than sIgE (0.041). In contrast, wasp venom sIgE had higher SV (0.075) than IDT (0.035). Conclusion: SPTs are not an useful immunological marker of venom sensitization in children, and eliminating SPT does not result in a loss of diagnostic accuracy. Limiting diagnostics to venom sIgE and IDT would shorten the procedure and reduce costs. Future studies are needed to determine if venom sIgE as the first line diagnostic test, with IDT added only if the venom sIgE is undetectable, is an optimal diagnostic process.