© Springer-Verlag Berlin Heidelberg 2014. The advent of omics technologies as genomics and proteomics has brought the hope of discovering novel biomarkers that can be used to diagnose, predict, and monitor progress of disease. The importance of computational biomarker discovery for diagnostic classification and prognostic assessment in the context of microarray and proteomic data has been increasingly recognized. We present an overview of computational methods and their applications to biomarker discovery with particular focus on genomics and proteomics data. One case study is exemplarily presented, and relevant computational biomarker discovery terminology and techniques are explained.