Protein phosphorylation is a key post-translational modification that controls intracellular signalling in virtually all cell types. In the nervous system, it contributes to the regulation of neuronal signalling, and processes underlying synaptic plasticity and cognitive functions. Despite its importance for brain functions, knowledge about the brain phosphoproteome has remained incomplete. A pre-requisite for gaining such knowledge and better understanding the molecular and biochemical bases of brain functions is to carry out quantitative analyses of protein phosphorylation and its dynamics. Such analyses require high-throughput methodologies, which in recent years, have greatly benefited from advances in proteomics and genomics, and have been combined with computational modelling. Current phosphoproteomic workflows have reached a level of maturity that permits their combination with molecular approaches, and their application to the study of higher-order brain functions and cognitive processes. Neuroproteomics has thus emerged as an important novel sub-field of neurosciences. This review focuses on the proteomic methodologies currently used to study phosphorylation in the brain, and recent examples of their application.