Natural pigments are a group of chemically heterogeneous molecules that occur across several taxonomical groups. Due to the remarkable chemistry of marine organisms, many species exhibited a wide-range of colors, many of which display several biological properties and constitute an evolutionary adaptation. In this work we review the state of the art regarding pigments from marine invertebrates, with special attention being given to the chemistry and distribution of these molecules, as well as relevant instrumental techniques for their analysis, such as LC-MS and HPLC-DAD. Some of the classes covered include tetrapyrroles, carotenoids, azulenes, indigo and quinones.