Proteasome is an exceptional enzyme because of its essential physiological role, multiple activities, and structural complexity. It is, in fact, a family of enzymes sharing a common catalytic core and equipped with distinct protein attachments regulating the core and adding to its new functional capabilities. As a drug target and a major regulator of cellular processes, proteasome is extensively studied with tools of structural, biochemical, and molecular biology. Atomic force microscopy (AFM) besides X-ray crystallography and electron microscopy is one of the most attractive methods to study proteasome. The noninvasive nature of this method is particularly well suited for investigating the structure-function relationship within the core particle (CP) as well as in higher-order assemblies. Here we review, from the methodological point of view, AFM-based studies on the proteasome. First, we will present the application of height distribution analysis of proteasome complexes to dissect the subunit organization in the base of the regulatory particle (RP). The RP is considered the most physiologically important among all the attachments of the CP; however, its structure remains enigmatic. Then, we will outline the use of AFM imaging to research on structural dynamics of the proteasome, a phenomenon which is starting to gain a broad interest. We will finish with a brief presentation of nanotechnological studies performed using ordered proteasomes and nanolithography carried out with the particles. The presented AFM research offers a unique and often unexpected insight into the structure and function of the proteasome.