Colorectal cancer (CRC) is a widespread disease, whose major genetic changes and mutations have been well characterized in the sporadic form. Much less is known at the protein and proteome level. Still, CRC has been the subject of multiple proteomic studies due to the urgent necessity of finding clinically relevant markers and to elucidate the molecular mechanisms underlying the progression of the disease. These proteomic approaches have been limited by different technical issues, mainly related with sensitivity and reproducibility. However, recent advances in proteomic techniques and MS systems have rekindled the quest for new biomarkers in CRC and an improved molecular characterization. In this review, we will discuss the application of different proteomic approaches to the identification of differentially expressed proteins in CRC. In particular, we will make a critical assessment about the use of 2-D DIGE, MS and protein microarray technologies, in their different formats, to identify up- or downregulated proteins and/or autoantibodies profiles that could be useful for CRC characterization and diagnosis. Despite a wide list of potential biomarkers, it is clear that more scientific efforts and technical advances are still needed to cover the range of low-abundant proteins, which may play a key role in CRC diagnostics and progression.