Post-translational modifications (PTMs) are integral to the regulation of protein function, characterising their role in this process is vital to understanding how cells work in both healthy and diseased states. Mass spectrometry (MS) facilitates the mass determination and sequencing of peptides, and thereby also the detection of site-specific PTMs. However, numerous challenges in this field continue to persist. The diverse chemical properties, low abundance, labile nature and instability of many PTMs, in combination with the more practical issues of compatibility with MS and bioinformatics challenges, contribute to the arduous nature of their analysis. In this review, we present an overview of the established MS-based approaches for analysing PTMs and the common complications associated with their investigation, including examples of specific challenges focusing on phosphorylation, lysine acetylation and redox modifications.