Protein misfolding and amyloid formation are implicated in the protein dysfunction, but the underlying mechanism remains to be clarified due to the lack of effective tools for detecting the transient intermediates. Sum frequency generation vibrational spectroscopy (SFG‐VS) has emerged as a powerful tool for identifying the structure and dynamics of proteins at the interfaces. In this review, we summarize recent SFG‐VS studies on the structure and dynamics of membrane‐bound proteins during misfolding processes. This paper first introduces the methods for determining the secondary structure of interfacial proteins: combining chiral and achiral spectra of amide A and amide I bands and combining amide I, amide II, and amide III spectral features. To demonstrate the ability of SFG‐VS in investigating the interfacial protein misfolding and amyloid formation, studies on the interactions between different peptides/proteins (islet amyloid polypeptide, amyloid β, prion protein, fused in sarcoma protein, hen egg‐white lysozyme, fusing fusion peptide, class I hydrophobin SC3 and class II hydrophobin HFBI) and surfaces such as lipid membranes are discussed. These molecular‐level studies revealed that SFG‐VS can provide a unique understanding of the mechanism of interfacial protein misfolding and amyloid formation in real time, in situ and without any exogenous labeling.