Atherosclerotic plaque rupture triggers the onset of cardiovascular complications such as myocardial infarction and stroke, which represent the main cause of death in western countries. Atherogenesis is a complex process characterized by lipid retention, proteolytic injury and a chronic inflammatory response. The resulting pathological vascular remodeling involves inflammatory cell recruitment, fibrosis, smooth muscle cell proliferation, neovascularization and intraplaque hemorrhage. However, the cellular and molecular mechanisms underlying cardiovascular dysfunction remain widely unknown. The development of differential proteomics allows the identification of novel proteins whose association with the genesis of atherosclerotic plaques is at present unforeseen in the light of available data. Moreover, different strategies have been used to discover new potential biomarkers which could be related to cardiovascular risk. The multi-factorial nature of cardiovascular diseases necessitates the use of biomarkers for early detection, for monitoring the response to therapy and to predict clinical outcome. In this review, we summarize the different proteomic approaches and recent findings that will help us to understand the mechanisms implicated in the pathogenesis of atherothrombosis.