Antioxidant defenses in biological systems ensure redox homeostasis, regulating baseline levels of reactive oxygen and nitrogen species (ROS and RNS). Oxidative stress (OS), characterized by a lack of antioxidant defenses or an elevation in ROS and RNS, may cause a modification of biomolecules, ROS being primarily absorbed by proteins. As a result of both genome and environment interactions, proteomics provides complete information about a cell’s proteome, which changes continuously. Besides measuring protein expression levels, proteomics can also be used to identify protein modifications, localizations, the effects of added agents, and the interactions between proteins. Several oxidative processes are frequently used to modify proteins post-translationally, including carbonylation, oxidation of amino acid side chains, glycation, or lipid peroxidation, which produces highly reactive alkenals. Reactive alkenals, such as 4-hydroxy-2-nonenal, are added to cysteine (Cys), lysine (Lys), or histidine (His) residues by a Michael addition, and tyrosine (Tyr) residues are nitrated and Cys residues are nitrosylated by a Michael addition. Oxidative and nitrosative stress have been implicated in many neurodegenerative diseases as a result of oxidative damage to the brain, which may be especially vulnerable due to the large consumption of dioxygen. Therefore, the current methods applied for the detection, identification, and quantification in redox proteomics are of great interest. This review describes the main protein modifications classified as chemical reactions. Finally, we discuss the importance of redox proteomics to health and describe the analytical methods used in redox proteomics.