Skin ulceration syndrome (SUS) is considered to be a major constraint for the stable development of Apostichopus japonicus culture industries. In this study, we investigated protein changes in the coelomocytes of A. japonicus challenged by Vibrio splendidus using isobaric tags for relative and absolute quantification (iTRAQ) over a 96 h time course. Consequently, 228 differentially expressed proteins were identified in two iTRAQs. A comparison of the protein expression profiles among different time points detected 125 proteins primarily involved in response to endogenous stimuli at 24 h. At 48 h, the number of differentially expressed proteins decreased to 67, with their primary function being oxidation reduction. At the end of pathogen infection, proteins responsive to amino acid stimuli and some metabolic processes were classified as the predominant group. Fifteen proteins were differentially expressed at all time points, among which eight proteins related to pathologies in higher animals were shown to be down-regulated after V. splendidus infection: paxillin, fascin-2, aggrecan, ololfactomedin-1, nesprin-3, a disintegrin-like and metallopeptidase with thrombospondin type 1 motif (Adamts7), C-type lectin domain family 4 (Clec4g) and n-myc downstream regulated gene 1 (Ndrg1). To gain more insight into two SUS-related miRNA (miR-31 and miR-2008) targets at the protein level, all 129 down-regulated proteins were further analyzed in combination with RNA-seq. Twelve and eight proteins were identified as putative targets for miR-31 and miR-2008, respectively, in which six proteins (5 for miR-31 and 1 for miR-2008) displayed higher possibilities to be regulated at the level of translation. Overall, the present work enhances our understanding of the process of V. splendidus-challenged sea cucumber and provides a new method for screening miRNAs targets at the translation level.