Atherosclerosis is a disease with higher levels of mortality in developed countries. Comprehension of the molecular mechanisms can yield very useful information in clinics for prevention, diagnosis and recovery monitoring. Proteomics represents an ideal methodology for this purpose, as proteins constitute the effectors of the different biological processes running during pathogenesis. To date, studies in atherosclerosis have been mainly focused on the search for plasma biomarkers. However, tissue proteomics allows going deeper into tissue secretomes, arterial layers or particular cells of interest, which, in turn, constitutes a more direct approximation to in vivo operating mechanisms. The aim of this review is to report latest advances in tissue proteomics in atherosclerosis and related diseases (e.g., aortic stenosis and ischemic injury).