Genome-wide association studies (GWAS) have been very successful in unraveling the polygenic structure of several complex diseases and traits. In the case of albuminuria, despite the large sample size achieved by some studies, results look sparse with a limited number of loci reported so far. This review searched for GWAS studies of albumin excretion, albuminuria, and proteinuria. The resulting picture sets elements of uniqueness for albuminuria GWAS with respect to other complex traits. So far, very few loci associated with albuminuria have been validated by means of genome-wide significant evidence or formal replication. With rare exceptions, the validated loci are ethnicity specific. Within a given ethnicity, variants are common and have relatively large effects, especially in the presence of diabetes. In most cases, the identified variants were functional and a biological involvement of the target genes in renal damage was established. Recently reported variants associated with albuminuria in diabetes may be potentially combined into a genetic risk score, making it possible to rank diabetic patients by increasing risk of albuminuria. Validation of this model is required. To expand the understanding of the biological basis of albumin excretion regulation, future initiatives should achieve larger sample sizes and favor a transethnic study design.