Scorpion venoms have long captivated scientific researchers, primarily due to the potency and specificity of the mechanism of action of their derived components. Among other molecules, these venoms contain highly active compounds, including antimicrobial peptides (AMPs) and ion channel-specific components that selectively target biological receptors with remarkable affinity. Some of these receptors have emerged as prime therapeutic targets for addressing various human pathologies, including cancer and infectious diseases, and have served as models for designing novel drugs. Consequently, extensive biochemical and proteomic investigations have focused on characterizing scorpion venoms. This review provides a comprehensive overview of the key methodologies used in the extraction, purification, analysis, and characterization of AMPs and other bioactive molecules present in scorpion venoms. Noteworthy techniques such as gel electrophoresis, reverse-phase high-performance liquid chromatography, size exclusion chromatography, and “omics” approaches are explored, along with various combinations of methods that enable bioassay-guided venom fractionation. Furthermore, this review presents four adapted proteomic workflows that lead to the comprehensive dissection of the scorpion venom proteome, with an emphasis on AMPs. These workflows differ based on whether the venom is pre-fractionated using separation techniques or is proteolytically digested directly before further proteomic analyses. Since the composition and functionality of scorpion venoms are species-specific, the selection and sequence of the techniques for venom analyses, including these workflows, should be tailored to the specific parameters of the study.