Application of proteomics technologies in the investigation of biological systems creates new possibilities in the elucidation of biopathomechanisms and the discovery of novel drug targets and early disease markers. A proteomic analysis involves protein separation and protein identification as well as characterization of the post-translational modifications. Proteomics has been applied in the investigation of various disorders, like neurological diseases, and the application has resulted in the detection of a large number of differences in the levels and the modifications of proteins between healthy and diseased states. However, the current proteomics technologies are still under development and show certain limitations. In this article, we discuss the major drawbacks and pitfalls of proteomics we have observed in our laboratory and in particular during the application of proteomics technologies in the investigation of the brain.