Over the last decade, the use of proteomics in the setting of prematurity has increased and has enabled researchers to successfully identify biomarkers for an array of associated morbidities. The objective of this scoping review was to identify the existing literature, as well as any knowledge gaps related to proteomic biomarker discoveries in the setting of prematurity. A scoping review was conducted using PubMed, Embase and Medline databases following the Preferred Reporting Items for Systematic reviews and Meta-Analyses extension for Scoping Reviews (PRISMA-ScR) guidelines. The study selection process yielded a total of 700 records, of which 13 studies were included in this review. Most studies used a tandem Mass Spectrometry (MS/MS) proteomics approach to identify key biomarkers. The corresponding studies identified proteins associated with retinopathy of prematurity (ROP), bronchopulmonary dysplasia (BPD), necrotising enterocolitis (NEC), late onset sepsis (LOS) and gestational age. This scoping review demonstrates the limited use of proteomics to identify biomarkers associated with severe complications of prematurity. Further research is warranted to identify biomarkers of other important morbidities associated with prematurity, such as intraventricular haemorrhage (IVH) and cerebral palsy, and to investigate the mechanisms associated with these outcomes.