Raman spectroscopy is a technique that is now widely used to study all carbon materials and carbon nanostructures and as such is one of the characterization methods that can be used for the analysis of nanodiamonds. In this paper, we focus on detonation nanodiamonds, the contributions and weaknesses of the method for the understanding of their structure and their surface features are reviewed. The choice of the excitation wavelength, from deep UV to more conventional visible wavelengths, and the choice of the experimental conditions are first examined. In particular, experimental conditions are to be adapted to minimize laser-induced effects and to increase the signal to noise ratio of the spectra. Then, the different features observed for the detonation nanodiamonds, in particular the characteristic diamond peak as well as the one usually assigned as a “G” line, are compared to those that are observed from other origins, HPHT or shock wave. The benefit to use different excitation wavelengths to discriminate between samples is underlined. Finally, the effects of annealing under different atmospheres (in reductive atmospheres, e.g. hydrogen; in an oxidative atmosphere (air, oxygen) and in inert atmospheres: argon or in vacuum) were analyzed. Isotopic labelling (deuterated water, 18O) was also considered. The origin of the “G” line is discussed. In specific cases, high resolution TEM images allowed a better understanding of the observed spectra, showing that size dependent reactivity is another parameter to be taken into account during the analysis of the spectra.