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Neutron scattering has significant benefits for examining the structure of protein–lipid complexes. Cold neutrons are non-damaging and predominantly interact with the atomic nucleus, meaning that neutron beams can penetrate deeply into samples, which allows for flexibility in the design of samples studied. Components within a complex can be individually resolved by leveraging the strong difference in neutron scattering length between protium (H1, 99.984% natural abundance) and deuterium (H2 or D, 0.016%) namely through the mixing of H₂O and D₂O in the samples or by the deuterium labelling of the biomolecules. Thus, the relative distribution of components within a membrane can be elucidated. Using neutron scattering techniques lipid–protein complexes are most commonly studied using neutron reflectometry (NR) and small-angle neutron scattering (SANS). In this review, the methodologies to produce and examine a variety of model biological membrane systems using SANS and NR are detailed. These systems include supported lipid bilayers derived from vesicle dispersions or Langmuir–Blodgett deposition, tethered and floating bilayer systems, membrane protein–lipid complexes, and polymer wrapped lipid nanodiscs. The three key stages of any SANS/NR study on model membrane systems—sample preparation, data collection, and analysis—are described together with some background on the techniques themselves.