Skeletal muscle is the largest tissue in the human body and plays an important role in locomotion and whole body metabolism. It accounts for ~80% of insulin stimulated glucose disposal. Skeletal muscle insulin resistance, a primary feature of Type 2 diabetes, is caused by a decreased ability of muscle to respond to circulating insulin. Physical exercise improves insulin sensitivity and whole body metabolism and remains one of the most promising interventions for the prevention of Type 2 diabetes. Insulin resistance and exercise adaptations in skeletal muscle might be a cause, or consequence, of altered protein expressions profiles and/or their posttranslational modifications (PTMs). Mass spectrometry (MS)-based proteomics offer enormous promise for investigating the molecular mechanisms underlying skeletal muscle insulin resistance and exercise-induced adaptation; however, skeletal muscle proteomics are challenging. This review describes the technical limitations of skeletal muscle proteomics as well as emerging developments in proteomics workflow with respect to samples preparation, liquid chromatography (LC), MS and computational analysis. These technologies have not yet been fully exploited in the field of skeletal muscle proteomics. Future studies that involve state-of-the-art proteomics technology will broaden our understanding of exercise-induced adaptations as well as molecular pathogenesis of insulin resistance. This could lead to the identification of new therapeutic targets.