The increasing bacteria resistance to conventional antibiotics has led to the need for alternative therapies. Being part of the human innate defence system and with a broad spectrum of activity against bacteria, viruses, protozoa and cancer cells, antimicrobial peptides (AMPs) are a very promising alternative. The mechanism of action of AMPs seems to broadly correlate with their ability to target the bacterial cell membrane. To understand and improve their effect, it is of major importance to unravel their mechanism of action and in particular, to understand the peptide–membrane binding. Several biophysical techniques such as fluorescence spectroscopy, circular dichroism, zeta potential determination and atomic force microscopy can be used to achieve this goal. Characteristics of AMPs interactions and the use of these biophysical techniques will be discussed.