Breast, ovarian, endometrial and cervical cancers are diseases with a relatively high lethal outcome, despite recent development of surgical, chemotherapeutic, radiotherapeutic and anti-hormonal treatments. The mortality of women with breast cancer is at the level of 20%, while for ovarian cancer it is up to 75%. For cervical cancer it is 38% and for endometrial cancer 17%. To enhance survival of patients, better diagnostics of these cancers in early and non-invasive stages is essential. Proteomics allows a comprehensive analysis of hundreds of proteins in clinical samples. Studies of tissue samples and body fluids, e.g., blood and plasma, have shown their usefulness in discovery of markers of cancers at early stages. Searches for markers of breast and ovarian cancers have been performed with promising results. Studies of endometrial and cervical cancer markers have been less extensive. This review describes recent reports of markers for early detection of breast, ovarian, endometrial and cervical cancers. A clinical evaluation of the markers discovered with the use of proteomics techniques is discussed.