Protein methylation catalyzed by SAM-dependent methyltransferase represents a major PTM involved in many important biological processes. Because methylation can occur on nitrogen, oxygen and sulfur centers and multiple methylation states exist on the nitrogen centers, methylproteome remains poorly documented. Here we present the methylation by isotope labeled SAM (MILS) strategy for a highly-confident analysis of the methylproteome of the yeast Saccharomyces cerevisiae based on the online multidimensional μHPLC/MS/MS technology. We identified 43 methylated proteins, containing 68 methylation events associated with 64 methylation sites. More than 90% of these methylation events were previously unannotated in Uniprot database. Our results indicated, 1) over 2.6% of identified S. cerevisiae proteins are methylated, 2) the amino acid residue preference of protein methylation follows the order Lys≫Arg>Asp>Asn≈Gln≈His>Glu>Cys, and 3) the methylation state on nitrogen center is largely exclusive. As our dataset covers various types of methylation centers, it provides rich information about yeast methylproteome and should significantly contribute to the field of protein methylation.In this paper, we presented the methylation by isotope labeled SAM (MILS) strategy for a highly-confident analysis of the methylproteome of the yeast S. cerevisiae and collected a comprehensive list of proteins methylated on a set of distinct residues (K, R, N, E, D, Q, H, C). Our study provided useful information about the amino acid residue preference and methylation state distributions on nitrogen centers of protein methylation in S. cerevisiae.