The enzyme members of the dipeptidyl peptidase 4 (DPP4) gene family have the very unusual capacity to cleave the post-proline bond to release dipeptides from the N-terminus of peptide/protein substrates. DPP4 and related enzymes are current and potential therapeutic targets in the treatment of type II diabetes, inflammatory conditions and cancer. Despite this, the precise biological function of individual dipeptidyl peptidases (DPPs), other than DPP4, and knowledge of their in vivo substrates remains largely unknown. For many years, identification of physiological DPP substrates has been difficult due to limitations in the available tools. Now, with advances in mass spectrometry based approaches, we can discover DPP substrates on a system wide-scale. Application of these approaches has helped reveal some of the in vivo natural substrates of DPP8 and DPP9 and their unique biological roles. In this review, we provide a general overview of some tools and approaches available for protease substrate discovery and their applicability to the DPPs with a specific focus on DPP9 substrates. This review provides comment upon potential approaches for future substrate elucidation.