Wine fining comprises any operation resulting in the cleaning, stabilisation and improvement of the organoleptic characteristics of wine. Fining agents, such as certain proteins of varying electrical charges, interact physicochemically with wine polyphenols in ways not yet fully understood with diverse effects on wine attributes. In this study, four widely used protein fining agents (casein, ovalbumin and two gelatins) were compared for their ability to interact with three different types of phenolic-rich solutions: a tannic acid solution, a wine grape seed extract and seven different varietal wines. A phenolic characterisation of both the seed extract and all the wines was carried out. The interaction between the protein fining agents and the phenolic solutions was evaluated by diffusion and precipitation tests on cellulose membranes and protein staining. All four protein fining agents interacted to differing extents by producing soluble and insoluble complexes with the tannic acid, grape seed extract and wines. In the wines, the interactions were found to not only depend highly on the protein composition of the fining agent, but also on the chemical composition of the wine. Notwithstanding, the observed phenolic differences between the wines could not fully account for the differential interactions between wine and the fining agents, thus indicating that the wine matrix as a whole may play a role in those interactions.