The plasma proteome has proven to be one of the most challenging proteomes to profile using currently available proteomics technologies. A plethora of methodologies have been used to profile human plasma in order to discover potential biomarkers for disease and for therapy optimization. Affinity-based prefractionation coupled to MS has been shown to be one of the most successful ways to dig deeper into the plasma proteome. Depletion of high abundant plasma proteins is becoming an initial method of choice in any plasma profiling project. However, several other affinity-based enrichment methods have been published in recent years. Here we review both protein and peptide affinity prefractionation methods coupled with MS-based proteomics. Analysis of the proportion of cellular and extracellular annotated proteins of publicly available MS plasma proteomics data is performed to estimate the analytical depth of various prefractionation methods.