Within the canonical repertoire of the amino acid involved in protein biogenesis, proline plays a unique role as an amino acid presenting a modified backbone rather than a side-chain. Chemical structures that mimic proline but introduce changes into its specific molecular features are defined as proline analogues. This review article summarizes the existing chemical, physicochemical, and biochemical knowledge about this peculiar family of structures. We group proline analogues from the following compounds: substituted prolines, unsaturated and fused structures, ring size homologues, heterocyclic, e.g., pseudoproline, and bridged proline-resembling structures. We overview (1) the occurrence of proline analogues in nature and their chemical synthesis, (2) physicochemical properties including ring conformation and