Protein-protein interactions are the key to organizing cellular processes in space and time. The only direct way to identify such interactions in their cellular environment is by photo-cross-linking. Here we present a new strategy for photo-cross-linking proteins in living cells. We designed two new photoactivatable amino acids that we termed photo-methionine and photo-leucine based on their structures and properties closely resembling the natural amino acids methionine and leucine, respectively. This similarity allows them to escape the stringent identity control mechanisms during protein synthesis and be incorporated into proteins by the unmodified mammalian translation machinery. Activation by ultraviolet light induces covalent cross-linking of the interacting proteins, which can be detected with high specificity by simple western blotting. Applying this technology to membrane protein complexes, we discovered a previously unknown direct interaction of the progesterone-binding membrane protein PGRMC1 with Insig-1, a key regulator of cholesterol homeostasis.