Proteomics is a new area of study that in recent decades has provided great advances in the field of medicine. However, its enormous potential for the study of proteomes makes it also applicable to other areas of science. Milk is a highly heterogeneous and complex fluid, where there are numerous genetic variants and isoforms with post-translational modifications (PTMs). Due to the vast number of proteins and peptides existing in its matrix, proteomics is presented as a powerful tool for the characterization of milk samples and their products. The technology developed to date for the separation and characterization of the milk proteome, such as two-dimensional gel electrophoresis (2DE) technology and especially mass spectrometry (MS) have allowed an exhaustive characterization of the proteins and peptides present in milk and dairy products with enormous applications in the industry for the control of fundamental parameters, such as microbiological safety, the guarantee of authenticity, or the control of the transformations carried out, aimed to increase the quality of the final product.