Across Prokofiev’s oeuvre, his piano works—and especially his piano concertos—hold a special place. A consummate pianist, he realized early on that, among various performers, he himself was the most persuasive advocate for his music. His appearances as a pianist were opportunities to present his compositions to various international audiences. Each of the piano concertos was a harbinger of important stylistic shifts in the composer’s output in general, and his piano music in particular. This chapter examines each of these works separately, looking into the circumstances of their creation, as well as the changes in Prokofiev’s style demonstrated by each of them. It explores the peculiarities of his writing for piano and the challenges it presents to the performer. By also looking into the changes in Prokofiev’s approach to the instrument as revealed in each concerto, it offers some practical solutions that may be helpful to pianists.