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Plasma membranes are complex entities common to all living cells. The basic principle of their organization appears very simple, but they are actually of high complexity and represent very dynamic structures. The interactions between bioactive molecules and lipids are important for numerous processes, from drug bioavailability to viral fusion. The cell membrane is a carefully balanced environment and any change inflicted upon its structure by a bioactive molecule must be considered in conjunction with the overall effect that this may have on the function and integrity of the membrane. Conceptually, understanding the molecular mechanisms by which bioactive molecules interact with cell membranes is of fundamental importance. Lipid specificity is a key factor for the detailed understanding of the penetration and/or activity of lipid-interacting molecules and of mechanisms of some diseases. Further investigation in that way should improve drug discovery and development of membrane-active molecules in many domains such as health, plant protection or microbiology. In this review, we will present complementary biophysical approaches that can give information about lipid specificity at a molecular point of view. Examples of application will be given for different molecule types, from biomolecules to pharmacological drugs. A special emphasis is given to cyclic lipopeptides since they are interesting molecules in the scope of this review by combining a peptidic moiety and a lipidic tail and by exerting their activity via specific interactions with the plasma membrane.