There is an important need to find relevant biomarkers that show high sensitivity and specificity for early diagnosis and prognosis of cancer. An immune response to cancer is elicited in humans, as demonstrated in part by the identification of autoantibodies against a number of tumor-associated antigens in sera from patients with different types of cancer. Identification of tumor-associated antigens and their cognate autoantibodies is a promising strategy for the discovery of relevant biomarkers. During the past few years, proteomic approaches, including SEREX, SERPA and, more recently, protein microarrays, have been the dominant strategies used to identify tumor-associated antigens and their cognate autoantibodies. In this review, we aim to describe advantages, drawbacks, and recent improvements of these approaches for the study of humoral responses.