The market of biomolecules with therapeutic scopes, including peptides, is continuously expanding. The interest towards this class of pharmaceuticals is stimulated by the broad range of bioactivities that peptides can trigger in the human body. The main production methods to obtain peptides are enzymatic hydrolysis, microbial fermentation, recombinant approach and, especially, chemical synthesis. None of these methods, however, produce exclusively the target product. Other species represent impurities that, for safety and pharmaceutical quality reasons, must be removed. The remarkable production volumes of peptide mixtures have generated a strong interest towards the purification procedures, particularly due to their relevant impact on the manufacturing costs. The purification method of choice is mainly preparative liquid chromatography, because of its flexibility, which allows one to choose case-by-case the experimental conditions that most suitably fit that particular purification problem. Different modes of chromatography that can cover almost every separation case are reviewed in this article. Additionally, an outlook to a very recent continuous chromatographic process (namely Multicolumn Countercurrent Solvent Gradient Purification, MCSGP) and future perspectives regarding purification strategies will be considered at the end of this review.