In spite of the rapid advances in the development of the new proteomic technologies, there are, to date, relatively fewer studies aiming to explore the neuronal proteome. One of the reasons is the complexity of the brain, which presents high cellular heterogeneity and a unique subcellular compartmentalization. Therefore, tissue fractionation of the brain to enrich proteins of interest will reduce the complexity of the proteomics approach leading to the production of manageable and meaningful results. In this review, general considerations and strategies of proteomics, the advantages and challenges to exploring the neuronal proteome are described and summarized. In addition, this article presents an overview of recent advances of proteomic technologies and shows that proteomics can serve as a valuable tool to globally explore the changes in brain proteome during various disease states. Understanding the molecular basis of brain function will be extremely useful in identifying novel targets for the treatment of brain diseases.