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Virtual screening is increasingly being used in drug discovery programs with a growing number of successful applications. Experimental methodologies developed to speed up the drug discovery processes include high throughput screening and combinatorial chemistry. The complementarities between computational and experimental screenings have been recognized and reviewed in the literature. Computational methods have also been used in the combinatorial chemistry field, in particular in library design. However, the integration of computational and combinatorial chemistry screenings has been attempted only recently. Combinatorial libraries (experimental or virtual) represent a notable source of chemically related compounds. Advances in combinatorial chemistry and deconvolution strategies, have enabled the rapid exploration of novel and dense regions in the chemical space. The present review is focused on the integration of virtual and experimental screening of combinatorial libraries. Applications of virtual screening to discover novel anticancer agents and our ongoing efforts towards the integration of virtual screening and combinatorial chemistry are also discussed.