In nature, proteins are found in their most stable conformation; this could mean that they are folded and disulphide bonded, by intramolecular and intermolecular disulphide bonds. The folded proteins are also not very soluble.
DTT is a reducing agent and usage will ensure that the protein is unfolded and soluble, easy to purify.
Cytoplasmic proteins usually lack disulfide bonds. To keep the cysteine side chains in their normal reduced state, a reducing agent such as DTT is included in the purification. For proteins that have disulfide bonds as part of their native structure (such as antibodies), reducing agents may be avoided during purification to prevent disulfide reduction.
Both Hediye & Adam has included the main reason for using DTT in elution buffer. I am completely agree with these points. Just want to add one point about the using concentration of DTT, which should be 1 mM...
These answers are actually quite wrong. 1) Proteins are soluble and most stable when folded (laws of thermodynamics, entropy gains by folding), nobody wants to purify unfolded, catalytically inactive protein. 2) DTT does not cause unfolding. Does not. Proteins are often found in highly reducing environments, so DTT stops oxidation of the protein (especially helpful in metal containing proteins) and the formation of unwanted disulfide bonds. If your protein requires disulfide bonds then you may not want to use DTT. 3) if you are doing nickel or cobalt affinity chromatography DTT is not recommended, it may alter binding
DTT is often required in purifying enzymes that have catalytic Cysteine(s). DTT also helps in preventing formation of non-specific intramolecular disulfide linkages that may alter its structure and function. DTT can also prevent unwanted binding of the target protein with contaminating Cys-rich proteins through oxidation-induced formation of intermolecular disulfide bridges. However, addition of DTT is not advisable in purifying metalloenzymes; although some metalloenzymes can still coordinate the required metal ion(s) when reconstituted back into the solution.