Abstract Glycation, otherwise known as Maillard reaction, endows food proteins with improved functional properties, such as solubility, water retention capacity, gelling capacity, and emulsifying properties, and it occurs under mild and safe conditions and requires no extraneous chemicals. These make the glycation a promising method for protein modification in food industry. Recent years have seen an increasing interest in physicochemical properties and structure of glycoconjugates, for a better understanding of the relationship between the structure and functional properties. Thus exploring the systematic research methods and information of physicochemical properties and structure will be very helpful. The aim of the present review is to summarize the state-of-the-art about research methods and results of physicochemical properties and structure of glycoconjugates of food proteins. Physicochemical properties include glycation extent, isoelectric point, surface hydrophobicity, and rheology. Structure analysis consists of microstructure of glycoconjugates, primary, secondary, and tertiary/quaternary conformation of proteins influenced by glycation. Finally, a way for a better understanding of the structure–function relationship is proposed. This review provides approaches to study the structure–function relationship of glycated proteins and can also be considered as a basis for further research.