During the winemaking process, alcoholic fermentation is carried out by a consortium of yeasts in which interactions occurs. The consequences of these interactions on the wine matrix have been widely described for several years with the aim of controlling the winemaking process as well as possible. In this review, we highlight the wide diversity of methodologies used to study these interactions, and their underlying mechanisms and consequences on the final wine composition and characteristics. The wide variety of matrix parameters, yeast couples, and culture conditions have led to contradictions between the results of the different studies considered. More recent aspects of modifications in the composition of the matrix are addressed through different approaches that have not been synthesized recently. Non-volatile and volatile metabolomics, as well as sensory analysis approaches are developed in this paper. The description of the matrix composition modification does not appear sufficient to explain interaction mechanisms, making it vital to take an integrated approach to draw definite conclusions on them.