Modified or unnatural amino acids and peptides are required for a number of applications, which include drug development, diagnostics, to study protein function, for vaccine development, and also for synthetic building blocks and catalysts. By joining two native CH bonds directly, cross‐dehydrogenative coupling provides an efficient, atom‐economical, and environmentally friendly methodology for the α‐functionalization of these substances. Many oxidants, including air, may be utilized to facilitate the loss of hydrogen, and several types of catalysts, metal or organocatalysts and even light, are now known that activate CH bonds for a variety of applications. Site‐selective peptide functionalization is possible in some cases, compatible with the presence of many functional groups in the molecules, and also asymmetric synthesis. This article revises the literature available on this topic, covering at the same time the reaction mechanisms involved and studies performed to elucidate them, aiming to interest the reader in potential future applications.