Melanoma incidence is rising worldwide. Early diagnosis is very important, as the most effective treatment for melanoma still consists of excision of the tumour before onset of the metastatic growth phase. Immunohistochemistry is a valuable tool for (dermato)pathologists to aid establishing diagnosis. Melanoma markers can be classified into two main categories: melanocytic differentiation markers and melanoma progression markers. Melanocytic differentiation markers are mostly used to distinguish poorly differentiated melanomas from non-melanocytic tumours and for staging of melanocytic proliferative lesions. Melanoma progression markers are most suitable to determine the level of malignancy and/or aggressiveness of tumour cells. This review describes the classification of melanoma markers, including commonly used and recently identified antigens with potential marker function. We characterize their expression profile in melanocytic proliferative lesions and their potential usefulness for diagnosis, prognosis, microstaging, immunotherapeutic purposes and evaluation of therapies.