Genome-wide association studies (GWAS) revealed genomic risk loci that potentially have an impact on disease and phenotypic traits. This extensive resource holds great promise in providing novel directions for personalized medicine, including disease risk prediction, prevention and targeted medication. One of the major challenges that researchers face on the path between the initial identification of an association and precision treatment of patients is the comprehension of the biological mechanisms that underlie these associations. Currently, the focus to solve these questions lies on the integrative analysis of system-wide data on global genome variation, gene expression, transcription factor binding, epigenetic profiles and chromatin conformation. The generation of this data mainly relies on next-generation sequencing. However, due to multiple recent developments, mass spectrometry-based proteomics now offers additional, by the GWAS field so far hardly recognized possibilities for the identification of functional genome variants and, in particular, for the identification and characterization of (differentially) bound protein complexes as well as physiological target genes. In this review, we introduce these proteomics advances and suggest how they might be integrated in post-GWAS workflows. We argue that the combination of highly complementary techniques is powerful and can provide an unbiased, detailed picture of GWAS loci and their mechanistic involvement in disease.