A key challenge in the clinical proteomics of cancer is the identification of biomarkers that would enable early detection, diagnosis and monitoring of disease progression to improve long-term survival of patients. Recent advances in proteomic instrumentation and computational methodologies offer a unique chance to rapidly identify these new candidate markers or pattern of markers. The combination of retentate affinity chromatography and mass spectrometry is one of the most interesting new approaches for cancer diagnostics using proteomic profiling. This review presents two technologies in this field, surface-enhanced laser desorption/ionization time-of-flight and Clinprot, and aims to summarize the results of studies obtained with the first of them for the early diagnosis of human cancer. Despite promising results, the use of the proteomic profiling as a diagnostic tool brought some controversies and technical problems, and still requires some efforts to be standardized and validated.