As new drugs rapidly advance into clinical trials, comprehensive identification of their intracellular targets becomes fundamental for the full understanding of the molecular basis of their efficacy and toxicity. This is particularly important when the targets belong to a large family and the inhibitors recognize a conserved site among different members of the class. A typical example is the kinase family, where efforts are aimed at the development of inhibitors of distinct kinases for therapeutic applications in oncology, inflammation and other disease areas. In this case, inhibitors targeting the ATP pocket may cross react with different kinases, as well as with other proteins that bind ATP. This review critically discusses the available approaches for kinase selectivity profiling. It also reviews some examples of inhibitor affinity chromatography applied to inhibitors of kinases and other protein families as a tool to identify and characterize their intracellular targets.