Bifidobacteria are commensal microorganisms of the human gastrointestinal tract which are largely being used in functional foods. Some strains are considered as probiotics since they beneficially affect the composition and the metabolic activity of intestinal microbiota, as well as the health status of the host. The lack of genetic tools has hindered the development of functional genomic studies in bifidobacteria, like the identification of molecular mechanisms underlying their survival under different environmental challenges. Some of these experimental obstacles have been successfully overcome with the use of proteomics, a set of techniques that, when applied to microorganisms, are directed to the identification of all the proteins produced by the cells under a given physiological condition. The aim of this review is to discuss and summarize some of the current knowledge of the stress tolerance in bifidobacteria, mainly identified by two-dimensional electrophoresis coupled to mass spectrometry, and compare the most recent proteomic results with the currently available transcriptomic studies. The input and advantages of novel high throughput proteomic techniques are considered as well.