Proteins in olive oil have been scarcely investigated probably due to the difficulty of working with such a lipidic matrix and the dramatically low abundance of proteins in this biological material. Additionally, this scarce information has generated contradictory results, thus requiring further investigations. This work treats this subject from a comprehensive point of view and proposes the use of different analytical approaches to delve into the characterization and identification of proteins in olive oil. Different extraction methodologies, including capture via combinational hexapeptide ligand libraries (CPLLs), were tried. A sequence of methodologies, starting with off-gel isoelectric focusing (IEF) followed by sodium dodecyl sulfate-polyacrylamide gel electrophoresis (SDS-PAGE) or high-performance liquid chromatography (HPLC) using an ultraperformance liquid chromatography (UPLC) column, was applied to profile proteins from olive seed, pulp, and oil. Besides this, and for the first time, a tentative identification of oil proteins by mass spectrometry has been attempted.