Fungi are a diverse group of organisms that can be both beneficial and harmful to mankind. They have advantages such as producing food processing enzymes and antibiotics, but they can also be pathogens and produce mycotoxins that contaminate food. Over the past two decades, there have been significant advancements in methods for studying fungal molecular biology. These advancements have led to important discoveries in fungal development, physiology, pathogenicity, biotechnology, and natural product research. Protein complexes and protein–protein interactions (PPIs) play crucial roles in fungal biology. Various methods, including yeast two-hybrid (Y2H) and bimolecular fluorescence complementation (BiFC), are used to investigate PPIs. However, affinity-based PPI methods like co-immunoprecipitation (Co-IP) are highly preferred because they represent the natural conditions of PPIs. In recent years, the integration of liquid chromatography coupled with mass spectrometry (LC-MS/MS) has been used to analyse Co-IPs, leading to the discovery of important protein complexes in filamentous fungi. In this review, we discuss the tandem affinity purification (TAP) method and single affinity purification methods such as GFP, HA, FLAG, and MYC tag purifications. These techniques are used to identify PPIs and protein complexes in filamentous fungi. Additionally, we compare the efficiency, time requirements, and material usage of Sepharose™ and magnetic-based purification systems. Overall, the advancements in fungal molecular biology techniques have provided valuable insights into the complex interactions and functions of proteins in fungi. The methods discussed in this review offer powerful tools for studying fungal biology and will contribute to further discoveries in this field.