Several proteins, like transcription factors, bind to certain DNA sequences, thereby regulating biochemical pathways that determine the fate of the corresponding cell. Due to these key positions, it is indispensable to analyze protein-DNA interactions and to identify their mode of action. Surface plasmon resonance is a label-free method that facilitates the elucidation of real-time kinetics of biomolecular interactions. In this article, we focus on this biosensor-based method and provide a detailed guide how SPR can be utilized to study binding of proteins to oligonucleotides. After a description of the physical phenomenon and the instrumental realization including fiber-optic-based SPR and SPR imaging, we will continue with a survey of immobilization methods. Subsequently, we will focus on the optimization of the experiment, expose pitfalls, and introduce how data should be analyzed and published. Finally, we summarize several interesting publications of the last decades dealing with protein-DNA and RNA interaction analysis by SPR.