Aβ peptides are known to bind neural plasma membranes in a process leading to the deposit of Aβ-enriched plaques. These extracellular structures are characteristic of Alzheimer's disease, the major cause of late-age dementia. The mechanisms of Aβ plaque formation and deposition are far from being understood. A vast number of studies in the literature describe the efforts to analyze those mechanisms using a variety of tools. The present review focuses on biophysical studies mostly carried out with model membranes or with computational tools. This review starts by describing basic physical aspects of lipid phases and commonly used model membranes (monolayers and bilayers). This is followed by a discussion of the biophysical techniques applied to these systems, mainly but not exclusively Langmuir monolayers, isothermal calorimetry, density-gradient ultracentrifugation, and molecular dynamics. The Methodological Section is followed by the core of the review, which includes a summary of important results obtained with each technique. The last section is devoted to an overall reflection and an effort to understand Aβ-bilayer binding. Concepts such as Aβ peptide membrane binding, adsorption, and insertion are defined and differentiated. The roles of membrane lipid order, nanodomain formation, and electrostatic forces in Aβ-membrane interaction are separately identified and discussed.