Proteome analysis is now emerging as an important technology for deciphering biological processes and the discovery of biomarkers for diseases from tissues and body fluids. Polypeptides found in body fluids are responsible for the flow of information from cells and tissues, and the changes of the expression of these vehicles may give insight in different states of health and disease. Thus, body fluids obtained from patients are particularly interesting for monitoring of disease, disease progression, and responsiveness to therapy. The complexity and the wide dynamic range of protein expression pose an enormous challenge to both protein/peptide separation technologies and the following identification tools, mainly mass spectrometry (MS). In this paper, we review the application of proteomic screening to the early detection of acute graft vs host disease after allogeneic hematopoietic stem cell transplantation (allo-HSCT). We discuss proteomic screening of clinical samples focusing on the two most important methods, namely, “surface-enhanced laser desorption/ionization” (SELDI)-MS and “capillary zone electrophoresis” (CE)-MS, from an application point of view, evaluating its merits and vices with regard to biomarker discovery and the benefits in clinical application. As an example, we describe the use of CE-MS for the determination of protein patterns in urine. Finally, the benefits and limitations of CE-MS for the analysis of proteins in the follow up of patients after HSCT are discussed against the background of alternative technologies.