High-power laser facilities nowadays allow to accelerate protons to tens of MeV in an extremely laminar fashion, i.e. originating from a small source of only a few microns size, and over a duration of the order of a picosecond. Such a proton beam is an unique tool to probe, with high spatial resolution, fast-evolving electromagnetic fields embedded in High-Energy-Density plasmas. Such a tool allows for the first time to access in detail to the dynamics of many previously inaccessible phenomena such as the growth of electromagnetic instabilities in plasmas, which have usually strong implications in many astrophysical or space phenomena. We will present an overview of the principle of proton deflectometry and some of the techniques used to retrieve the E and B fields in the plasma. We will discuss also the advantages and limitations of this diagnostic as well as the way its data can be analysed. This will be illustrated by practical cases of experiments where proton radiography has been used as the main diagnostic.