Chemokines are small soluble proteins that drive cell migration through the formation of concentration gradients. Chemokine binding to G protein‐coupled chemokine receptors in the cell membrane activates intracellular signaling pathways and is a fundamental process involved in numerous physiological and pathophysiological functions. In the past few years, significant experimental developments have made it possible to characterize complexes between chemokine receptors and chemokines at a molecular level. Here, I review these developments from an experimental perspective, focusing on how the ability to express, purify, and stabilize receptor:chemokine complexes have made studies by X‐ray crystallography, nuclear magnetic resonance, and other methods possible. I give examples of how these studies have advanced our understanding of the architecture of receptor:chemokine complexes as well as the mechanisms involved in complex formation. Finally, I discuss some of the many remaining questions and challenges that will require studies of more receptors and chemokines as well as further development of experimental methods.