A photo-cross-linked small-molecule affinity matrix is a unique platform for identifying targets for bioactive small molecules. It utilises a photogenerated carbene species to immobilise a variety of bioactive small molecules on an affinity matrix in a chemo-and site-nonselective manner. Although this platform would seem to run counter to the more typical approach of small-molecule immobilisation on an affinity matrix (i.e., selective coupling), it has been successfully utilised in the past decade to screen protein targets for many bioactive small molecules. This review describes the status of the photo-cross-linking methodology while providing a useful tutorial for academic and industrial chemical biologists who are involved or interested in drug target identification.