The proteomic approach is complementary to genomics and enables protein composition to be investigated under various clinical conditions. Its application to the study of bronchoalveolar lavage (BAL) is extremely promising. BAL proteomic studies were initially based on two-dimensional electrophoretic separation of complex protein samples and subsequent identification of proteins by different methods. With the techniques available today it is possible to attain many different research objectives. BAL proteomics can contribute to the identification of proteins in alveolar spaces with possible insights into pathogenesis and clinical application for diagnosis, prognosis and therapy. Many proteins with different functions have already been identified in BAL. Some could be biomarkers that need to be individually confirmed by correlation with clinical parameters and validation by other methods on larger cohorts of patients. The standardization of BAL sample preparation and processing for proteomic studies is an important goal that would promote and facilitate clinical applications. Here, we review the principal literature on BAL proteomic analysis applied to the study of lung diseases.