Exertional rhabdomyolysis may occur when an individual is subjected to strenuous physical exercise. It is occasionally associated with myoglobinuria (i.e. "cola-colored" urine) alongside muscle pain and weakness. The pathophysiology of exertional rhabdomyolysis involves striated muscle damage and the release of cellular components into extracellular fluid and bloodstream. This can cause acute renal failure, electrolyte abnormalities, arrhythmias and potentially death. Exertional rhabdomyolysis is observed in high-performance athletes who are subjected to intense, repetitive and/or prolonged exercise but is also observed in untrained individuals and highly trained or elite groups of military personnel. Several risk factors have been reported to increase the likelihood of the condition in athletes, including: viral infection, drug and alcohol abuse, exercise in intensely hot and humid environments, genetic polymorphisms (e.g. sickle cell trait and McArdle disease) and epigenetic modifications. This article reviews several of these risk factors and proposes screening protocols to identify individual susceptibility to exertional rhabdomyolysis as well as the relevance of proteomics for the evaluation of potential biomarkers of muscle damage.