Advanced glycation end-products (AGEs) are heterogeneous molecules produced by the non-enzymatic glycation of proteins, lipids, or nucleic acids during hyperglycaemia. Accumulation of AGEs in the peripheral nerves has recently been proposed as an additional risk factor for the development of diabetic neuropathy (DN). The gold standard for measurement of tissue-bound AGEs is tissue biopsy. However, their assessment with the newer, fast and simple method of skin autofluorescence (sAF) has recently gained special interest by virtue of its non-invasive, highly reproducible nature and its acceptable correlation with the reference method of skin biopsy. Accumulation of tissue AGEs evaluated by sAF has been shown to independently correlate with DN. Importantly, increasing evidence underscores their potential value as early biomarkers of the latter. Further important associations include diabetic nephropathy, diabetic retinopathy and cardiovascular autonomic neuropathy. However, the value of the implementation of screening with skin AGEs for DN remains unclear. The aim of the present review is to critically summarise current evidence on the association between skin AGEs and diabetic microvascular complications, with a particular emphasis on diabetic neuropathy, and to note the most important limitations of existing knowledge. Longer follow-up studies are also highly anticipated to clarify its role and provide data on patient selection and cost-effectiveness.