Atherosclerosis, and the resulting coronary heart disease and stroke, is the most common cause of death in developed countries. Atherosclerosis is an inflammatory process that results in the development of complex lesions or plaques that protrude into the arterial lumen. Plaque rupture and thrombosis result in the acute clinical complications of myocardial infarction (MI) and stroke. Although certain risk factors (dyslipidemias, diabetes, hypertension) and humoral markers of plaque vulnerability (C-reactive protein, interleukin-6, 10 and 18, CD40L) have been identified, a highly sensitive and specific biomarker or protein profile, which could provide information on the stability/vulnerability of atherosclerotic lesions, remains to be identified. In this review, we report several proteomic approaches which have been applied to circulating or resident cells, atherosclerotic plaques or plasma, in the search for new proteins that could be used as cardiovascular biomarkers. First, an example using a differential proteomic approach (2-DE and MS) comparing the secretome from control mammary arteries and atherosclerotic plaques is displayed. Among the different proteins identified, we showed that low levels of HSP-27 could be a potential marker of atherosclerosis. Second, we have revised several studies performed in cells involved in the pathogenesis of atherosclerosis (foam cells and smooth muscle cells). Another approach consists of performing proteomic analysis on circulating cells or plasma, which will provide a global view of the whole body response to atherosclerotic aggression. Circulating cells can bear information reflecting directly an inflammatory or pro-coagulant state related to the pathology. As an illustration, we report that circulating monocytes and plasma in patients with acute coronary syndromes has disclosed that mature Cathepsin D is increased both in the plasma and monocytes of these patients. Finally, the problems of applying proteomic approach directly to plasma will be discussed. The purpose of this review is to provide the reader with an overview of different proteomic approaches that can be used to identify new biomarkers in vascular diseases.