Autoimmune diseases are genetically complex and poorly understood, and may lead to clinically severe consequences including end-organ damage. Given this scenario, early biomarker discovery is becoming increasingly important for early diagnosis and treatment in these diseases. Among the different approaches tried, the application of proteomic analysis of body fluids has great potential as a non-invasive tool for early diagnosis in many different disease settings. During the past 10 years, proteomics-based approaches have made steady inroads into the study of various autoimmune diseases. In this review, we summarize the highlights of various traditional as well as novel proteomic methods, including 2D-MS/MS, multi-dimensional HPLC-MS/MS, CE-MS/MS, SELDI-TOF-MS/MS, iTRAQ and a variety of targeted antibody-based protein arrays, which have been particularly informative in the field of autoimmunity.