This review presents and promotes preprocessing methods applied in electrochemistry prior to data exploration, calibration and classification. Smoothing by digital filtering, baseline correction, separation of overlapping signals, and also transformations to extract the relevant features of the curve are the algorithms of which the application, operation, and optimization of parameters are described. The presentation completes the description of the procedure enabling orthogonal correction of the signals. The theoretical consideration is demonstrated by examples of the practical application of the described algorithms in electrochemistry in recent years. Software packages useful in signal processing in electrochemistry are also listed. The paper underlines the point that particular methods show the different effects of signal processing and in the case of the improper selection of the algorithm or its parameters, undesirable distortions of the curves may be observed. Therefore a knowledge of signal processing methodology is necessary before its application.