There has been a recent trend towards the miniaturization of analytical tools, but what are the advantages of microfluidic devices and when is their use appropriate? Recent advances in the field of micro-analytical systems can be classified according to instrument performance (which refers here to the desired property of the analytical tool of interest) and two important features specifically related to miniaturisation, namely reduction of the sample volume and the time-to-result. Here we discuss the contribution of these different parameters and aim to highlight the factors of choice in the development and use of microfluidic devices dedicated to protein analysis.