We review the main techniques, procedures, and information products used in non-target analysis (NTA) to reveal the composition of substances. Sampling and sample preparation methods are preferable that ensure the extraction of analytes from test samples in a wide range of analyte properties with the most negligible loss. The necessary techniques of analysis are versions of chromatography–high-resolution tandem mass spectrometry (HRMS), yielding individual characteristics of analytes (mass spectra, retention properties) to accurately identify them. The prioritization of the analytical strategy discards unnecessary measurements and thereby increases the performance of the NTA. Chemical databases, collections of reference mass spectra and retention characteristics, algorithms, and software for processing HRMS data are indispensable in NTA.