The current view of the biological membrane is that in which lipids and proteins mutually interact to accomplish membrane functions. The lateral heterogeneity of the lipid bilayer can induce partitioning of membrane-associated proteins, favoring protein-protein interaction and influence signaling and trafficking. The Atomic Force Microscope allows to study the localization of membrane-associated proteins with respect to the lipid organization at the single molecule level and without the need for fluorescence staining. These features make AFM a technique of choice to study lipid/protein interactions in model systems or native membranes. Here we will review the technical aspects inherent to and the main results obtained by AFM in the study of protein partitioning in lipid domains concentrating in particular on GPI-anchored proteins, lipidated proteins, and transmembrane proteins. Whenever possible, we will also discuss the functional consequences of what has been imaged by Atomic Force Microscopy.