Cancer is the leading cause of the death, accounts for about 13% of all annual deaths worldwide. Many different fields of science are collaborating together studying cancer to improve our knowledge of this lethal disease, and find better solutions for diagnosis and treatment. Proteomics is one of the most recent and rapidly growing areas in molecular biology that helps understanding cancer from an omics data analysis point of view. The human proteome project was officially initiated in 2008. Proteomics enables the scientists to interrogate a variety of biospecimens for their protein contents and measure the concentrations of these proteins. Current necessary equipment and technologies for cancer proteomics are mass spectrometry, protein microarrays, nanotechnology and bioinformatics. In this paper, we provide a brief review on proteomics and its application in cancer research. After a brief introduction including its definition, we summarize the history of major previous work conducted by researchers, followed by an overview on the role of proteomics in cancer studies. We also provide a list of different utilities in cancer proteomics and investigate their advantages and shortcomings from theoretical and practical angles. Finally, we explore some of the main challenges and conclude the paper with future directions in this field.