Photoactivatable penetratin analogues bearing three different photoprobes, which do not disturb the membranotropic properties of the peptides, have been tested for their photo-cross-linking efficacy in glycerol and lipid media. In the case of glycerol, photo-cross-linking was observed, whereas in the case of SDS (used as a membrane model system), the dynamics of the SDS/penetratin assemblies and the photosensitizer properties of the probes prevented the cross-linking between the peptide and SDS. Bilayers of DMPG were partially photo-cross-linked by the penetratin analogues containing either a benzophenone or a trifluoromethylaryl-diazirine, whereas dithienyl ketone acted exclusively as a photosensitizer. The characterization by MALDI-TOF mass spectrometry of the photoadducts formed after irradiation required basic hydrolysis of DMPG for an efficient capture of the biotinylated peptide analogues with streptavidin-coated magnetic beads. MALDI-TOF analysis of the photoadducts between the photoactivatable penetratin and DMPG allowed an unambiguous identification of the covalent bond formed with the lipids. Altogether, we show herein that the efficacy of the lipid photo-cross-linking depends on the environment, the dynamics of the supramolecular assembly, and the physicochemical properties of the photoprobe.