Sequence-function relationship in a protein is commonly determined by the three-dimensional protein structure followed by various biochemical experiments. However, with the explosive increase in the number of genome sequences, facilitated by recent advances in sequencing technology, the gap between protein sequences available and three-dimensional structures is rapidly widening. A recently developed method termed deep mutational scanning explores the functional phenotype of thousands of mutants via massive sequencing. Coupled with a highly efficient screening system, this approach assesses the phenotypic changes made by the substitution of each amino acid sequence that constitutes a protein. Such an informational resource provides the functional role of each amino acid sequence, thereby providing sufficient rationale for selecting target residues for protein engineering. Here, we discuss the current applications of deep mutational scanning and consider experimental design.