This review is focused on methods for detecting small molecules and, in particular, the characterisation of their interaction with natural proteins (e.g. receptors, ion channels). Because there are intrinsic advantages to using label-free methods over labelled methods (e.g. fluorescence, radioactivity), this review only covers label-free techniques. We briefly discuss available techniques and their advantages and disadvantages, especially as related to investigating the interaction between small molecules and proteins. The reviewed techniques include well-known and widely used standard analytical methods (e.g. HPLC-MS, NMR, calorimetry, and X-ray diffraction), newer and more specialised analytical methods (e.g. biosensors), biological systems (e.g. cell lines and animal models), and in-silico approaches.