Using photoelectron imaging spectroscopy, we characterized the anion of methylglyoxal (XA″ electronic state) and three lowest electronic states of the neutral methylglyoxal molecule: the closed-shell singlet ground state (XA'), the lowest triplet state (aA″), and the open-shell singlet state (AA″). The adiabatic electron affinity (EA) of the ground state, EA(XA') = 0.87(1) eV, spectroscopically determined for the first time, compares to 1.10(2) eV for unsubstituted glyoxal. The EAs (adiabatic attachment energies) of two excited states of methylglyoxal were also determined: EA(aA″) = 3.27(2) eV and EA(AA″) = 3.614(9) eV. The photodetachment of the anion to each of these two states produces the neutral species near the respective structural equilibria; hence, the aA″ ← XA″ and AA″ ← XA″ photodetachment transitions are dominated by intense peaks at their respective origins. The lowest-energy photodetachment transition, on the other hand, involves significant geometry relaxation in the XA' state, which corresponds to a 60° internal rotation of the methyl group, compared to the anion structure. Accordingly, the XA' ← XA″ transition is characterized as a broad, congested band, whose vertical detachment energy, VDE = 1.20(4) eV, significantly exceeds the adiabatic EA. The experimental results are in excellent agreement with the ab initio predictions using several equation-of-motion methodologies, combined with coupled-cluster theory.