We explore the interplay between the protein-protein interactions network and the expression of the interacting proteins. It is shown that interacting proteins are expressed in significantly more similar cellular concentrations. This is largely due to interacting pairs which are part of protein complexes. We solve a generic model of complex formation and show explicitly that complexes form most efficiently when their members have roughly the same concentrations. Therefore, the observed similarity in interacting protein concentrations could be attributed to optimization for efficiency of complex formation.