Gene expression involves transcription, translation and the turnover of mRNAs and proteins. The degree to which protein abundances scale with mRNA levels and the implications in cases where this dependency breaks down remain an intensely debated topic. Here we review recent mRNA-protein correlation studies in the light of the quantitative parameters of the gene expression pathway, contextual confounders and buffering mechanisms. Although protein and mRNA levels typically show reasonable correlation, we describe how transcriptomics and proteomics provide useful non-redundant readouts. Integrating both types of data can reveal exciting biology and is an essential step in refining our understanding of the principles of gene expression control.