Recently, there has been a significant increase in the search for new covalent inhibitors through drug discovery platforms, which has led to the development and implementation of new computational tools, including covalent docking methods to predict the binding mode and affinity of covalent ligands. Since the discovery of insulin nearly a century ago, more than 80 peptide medications have hit the market to treat a wide range of diseases, including diabetes, cancer, osteoporosis, multiple sclerosis, HIV infection, and chronic pain. Electrophilic peptides that form covalent bonds with target proteins have great potential for binding targets that have been previously considered undruggable. Despite the recent advancements in computational performance and docking algorithms, covalent docking still poses a number of challenges. Peptides covalent docking presents additional challenges, the main ones being the choice of the optimal peptide sequence, incorporation of electrophilic warheads, the inherent flexibility of peptide structures, and the fact that, unlike small molecules, peptides do fold. In this review, we present a brief overview of the current state of peptide therapeutics in drug discovery, covalent docking in general, covalent peptide binders, and-with particular emphasis-the difficulties that covalent peptide-protein docking is currently facing and some potential solutions.