Protein kinases, one of the largest enzyme superfamilies, regulate many physiological and pathological processes. They are drug targets for multiple human diseases, including various cancer types. Probes for the photoaffinity labelling of kinases are important research tools for the study of members of this enzyme superfamily. In this review, we discuss the design principles of these probes, which are mainly derived from inhibitors targeting the ATP pocket. Overall, insights from crystal structures guide the placement of photoreactive groups and detection tags. This has resulted in a wide variety of probes, of which we provide a comprehensive overview. We also discuss several areas of application of these probes, including the identification of targets and off‐targets of kinase inhibitors, mapping of their binding sites, the development of inhibitor screening assays, the imaging of kinases, and identification of protein binding partners.