Membrane proteins play major roles in many biological processes such as signalling, transport, etc. They have been shown to be involved in the development of many diseases and have become important drug targets per se. The understanding of their functional properties may be facilitated if a 3D structure is available. However, in the case of membrane proteins, only a few 3D structures have been solved to date. Bioinformatics and molecular modelling approaches are thus powerful alternatives to fill the gap between the sequence and the structure. Here, a review of the most recent approaches is proposed together with guidelines on how to use them. In addition, insofar as important biological processes require conformational changes, we discuss some interesting methods aimed at exploring the dynamic behaviour of proteins in their membrane environment. The paper ends with a brief description of useful approaches for determining oligomerisation or ligand binding sites.