The study of the effect of mobile phases on sensitivity in the analysis of peptides and proteins by high-performance liquid chromatography (HPLC)-electrospray mass spectrometry (ESI-MS) has been the aim of this review. Reversed-phase chromatography (RPLC) is the chromatographic mode most suitable for coupling with ESI-MS since mobile phases containing organic modifiers are used. The analysis of proteins and peptides by RPLC mostly involves the use of trifluoroacetic acid (TFA) as an ion-pairing agent despite its being a strong suppressor of the MS signal. Different studies reporting the effects of using other ion-pairing agents (other perfluorinated acids, acetic acid, formic acid, etc.) and buffers (ammonium acetate, ammonium formate, ammonium bicarbonate, morpholine, etc.) in RPLC-ESI-MS of proteins and peptides did not yield a single strong candidate that could generally replace TFA. The enhancement in sensitivity with other reagents observed in some cases strongly depended on the analyte, the experimental conditions used, and the mass spectrometer and, usually, it did not compensate for the loss in separation resolution related to TFA. The examples of direct coupling of affinity, size-exclusion, or ion-exchange chromatography (IEC) to ESI-MS are very limited because of incompatibilities related to the use of mobile phases containing high salt concentrations. To overcome this problem, an intermediate desalting step is needed. Multidimensional chromatography, microdialysis, and ion-capture modules can be used to couple these chromatographic modes with ESI-MS. Multidimensional chromatography with RPLC as a second dimension has most often been used. Although most examples involve the trap and analysis in the second dimension of a certain part of the first separation, some comprehensive analyses of the entire sample in the second dimension have also appeared.