Among post-translational modifications of proteins, non-enzymatic glycation is one of the less frequently studied by experts in proteomics. However, the relevance of protein glycation has been widely shown up in several pathological conditions. In fact, non-enzymatic glycation has been strongly related to hyperglycemic conditions and, thus, to chronic complications associated to diabetes mellitus and renal failure as well as degenerative changes occurring in the course of aging. Two different glycation levels are distinguished whether the structure of the protein is seriously damaged or not. The biochemical and clinical significance of both glycations have been already described. Several reasons have contributed to the lack of highly sensitive and selective methods for identification and quantitation of glycated proteins. These are mainly (1) the low concentration of glycated proteins in humans due to the low efficiency of the glycation process, (2) the modification of enzymatic digestion patterns, (3) the low ionization efficiency of glycated peptides, and (4) the lack of software including tools to identify this post-translational modification. The aim of this review is to provide the analytical guidelines required to succeed in the analysis of glycated proteins. For this purpose, different analytical approaches are considered to solve the main drawbacks derived from this gap in the proteomics field. Some challenges are finally proposed to be taken into account in future research.