This review summarizes published data concerning modern physicochemical methods used to study complexation processes of polymers in solutions. Some of them—dynamic light scattering, nanoparticle tracking analysis, transmission electron microscopy, cryotransmission electron microscopy, atomic force microscopy, small-angle neutron scattering, analytical-velocity sedimentation, and luminescence methods—make it possible to gain insight into the structure of polymer complexes, while the other methods, such as isothermal titration calorimetry and surface plasmon resonance, provide an opportunity to assess the intensity of specific interactions between complex components.