Drug discovery is aimed at finding therapeutic agents for the treatment of many diverse diseases and infections. However, this is a very slow an expensive process, and for this reason, in silico approaches are needed to rationalize the search for new molecular entities with desired biological profiles. Models focused on quantitative structure-activity relationships (QSAR) have constituted useful complementary tools in medicinal chemistry, allowing the virtual predictions of dissimilar pharmacological activities of compounds. In the last 10 years, multi-target (mt) QSAR models have been reported, representing great advances with respect to those models generated from classical approaches. Thus, mt-QSAR models can simultaneously predict activities against different biological targets (proteins, microorganisms, cell lines, etc.) by using large and heterogeneous datasets of chemicals. The present review is devoted to discuss the most promising mt-QSAR models, particularly those developed for the prediction of protein inhibitors. We also report the first multi-tasking QSAR (mtk-QSAR) model for simultaneous prediction of inhibitors against biomacromolecules (specifically proteins) present in Gram-negative bacteria. This model allowed us to consider both different proteins and multiple experimental conditions under which the inhibitory activities of the chemicals were determined. The mtk-QSAR model exhibited accuracies higher than 98% in both training and prediction sets, also displaying a very good performance in the classification of active and inactive cases that depended on the specific elements of the experimental conditions. The physicochemical interpretations of the molecular descriptors were also analyzed, providing important insights regarding the molecular patterns associated with the appearance/enhancement of the inhibitory potency.