In this article, we present a review work on different nutraceuticals found in natural matrices together with the analytical techniques used to identify and/or quantify them with special emphasis in the period January 2005-May 2010. The work is distributed according to the different families of nutraceuticals (lipids, vitamins, proteins, glycosides, phenolic compounds, etc.) discussing the analytical techniques employed for their determination (separation, spectroscopic, hyphenated techniques, etc.). Information about the claimed health promoting effects of the different families of nutraceuticals is also provided together with data on the natural matrices in which they can be found (e.g., fruits, vegetables, plants, microalgae, cereals, milk, etc.).