Cardiovascular disease (CVD) is the leading cause of death and loss of productive life years in the world. The underlying syndrome of CVD, atherosclerosis, is a complex disease process, which involves lipid metabolism, inflammation, innate and adaptive immunity, and many other pathophysiological aspects. Furthermore, CVD is influenced by genetic as well as environmental factors. Early detection of CVD and identification of patients at risk are crucial to reduce the burden of disease and to allow personalized treatment. As established risk factors fail to accurately predict which part of the population is likely to suffer from the disease, novel biomarkers are urgently needed. Proteomics can play a significant role in identifying these biomarkers. In this review, we describe the progress made in proteome profiling of the atherosclerotic plaque and several novel sources of potential biomarkers, including circulating cells and plasma extracellular vesicles. The importance of longitudinal biobanking in biomarker discovery is highlighted and exemplified by several plaque proteins identified in the biobank study Athero-Express. Finally, we discuss the PTMs of proteins that are involved in atherosclerosis, which may become one of the foci in the ongoing quest for biomarkers through proteomics of plaque and other matrices relevant to the progression of atherosclerosis.