Being the standard solvent for preparing stock solutions of compounds for drug discovery, DMSO is always present in assay buffers in concentrations ranging from 0.1% to 5% (v/v). Even at the lowest concentrations, DMSO‐containing solutions can have significant effects on individual proteins and possible pitfalls cannot be eliminated. Herein, we used two protein systems, the lysine methyltransferases G9a/KMT1C and SETD8/KMT5A, to study the effects of DMSO on protein stability and on the binding of the corresponding inhibitors, using different biophysical methods such as nano Differential Scanning Fluorimetry (nanoDSF), Differential Scanning Fluorimetry (DSF), microscale thermophoresis (MST), and surface plasmon resonance (SPR), all widely used in drug discovery screening campaigns. We demonstrated that the effects of DMSO are protein‐ and technique‐dependent and cannot be predicted or extrapolated on the basis of previous studies using different proteins and/or different assays. Moreover, we showed that the application of orthogonal biophysical methods can lead to different binding affinity data, thus confirming the importance of using at least two different orthogonal assays in screening campaigns. This variability should be taken into account in the selection and characterization of hit compounds, in order to avoid data misinterpretation.