For more than 30 years, PEGylation has been used to improve the physicochemical properties of several proteins and therapeutic drugs having a major impact in the biopharmaceutical industry. The purification of PEGylated proteins usually involves two basic challenges: (1) the separation of PEG-proteins from other reaction products; and (2) the sub-fractionation of PEG-proteins on the basis of their degree of PEGylation and positional isomerism. Currently, most PEGylated protein purification processes are based on chromatographic techniques, especially size exclusion chromatography (SEC) and ion exchange chromatography (IEX). Nonetheless, other less frequently used strategies based on non-chromatographic techniques such as ultrafiltration, electrophoresis, capillary electrophoresis, and aqueous two-phase systems have been developed in order to fractionate and analyze PEGylated derivates. This review presents current advances in some of the most widely used non-chromatographic strategies for the fractionation and analysis of PEG-protein conjugates.