Obesity is presently reaching pandemic proportions and it is becoming a major health concern in developed and developing countries due to its comorbidities like type II diabetes, cardiovascular pathologies, and some cancers. The discovery of the adipose tissue role as an endocrine gland able to secrete adipokines that affects whole-body energy homeostasis has become a key break-through toward a better molecular understanding of obesity. Among the known adipokines involved in the regulation of energy metabolism very few have been clearly seen as central regulators of insulin sensitivity, metabolism, and energy homeostasis. Thus, the discovery and characterization of new adipocyte-derived factors is still in progress. Proteomics technology has emerged as a useful tool to analyze adipose tissue secretion (secretome) dynamics giving a wider picture into the molecular events that control body weight. Besides the identification of new secreted proteins, the advantage of using this approach is the possibility to detect post-translational modifications and protein interactions that generally cannot be predicted by genome studies. In this review, we summarize the recent efforts to identify new bioactive adipokines by proteomics especially in pathological situations such as obesity.