As a complementary approach to two-dimensional polyacrylamide gel electrophoresis (2D-PAGE), multi-dimensional chromatography separation methods have been widely applied in all kinds of biological sample investigations. Multi-dimensional liquid chromatography (MDLC) coupled with bio-mass spectrometry (MS) is playing important roles in proteome research due to its high speed, high resolution and high sensitivity. Proteome analysis strategies mainly include bottom-up and top-down approaches which carry out biological sample separation based on peptide and protein levels, respectively. Electrophoretic methods combined with liquid chromatography like IEF-HPLC and HPLC-SDS-PAGE have been successful applied for protein separations. As for MDLC strategy, ion-exchange chromatography (IEX) together with reversed phase liquid chromatography (RPLC) is still a most widely used chromatography in proteome analysis, other chromatographic methods are also frequently used in protein pre-fractionations, while affinity chromatography is usually adopted for specific functional protein analysis. Recent MDLC technologies and applications to variety of proteome analysis have been achieved great development. A digest peptide-based approach as so-called "bottom-up" and intact protein-based approach "top-down" analysis of proteome samples were briefly reviewed in this paper. The diversity of combinations of different chromatography modes to set up MDLC systems was demonstrated and discussed. Novel developments of MDLC techniques such as high-abundance protein depletion and chromatography array were also included in this review.