Stress and welfare are important factors in animal production in the context of growing production optimization and scrutiny by the general public. In a context in which animal and human health are intertwined aspects of the one-health concept it is of utmost importance to define the markers of stress and welfare. These are important tools for producers, retailers, regulatory agents and ultimately consumers to effectively monitor and assess the welfare state of production animals. Proteomics is the science that studies the proteins existing in a given tissue or fluid. In this review we address this topic by showing clear examples where proteomics has been used to study stress-induced changes at various levels. We adopt a multi-species (cattle, swine, small ruminants, poultry, fish and shellfish) approach under the effect of various stress inducers (handling, transport, management, nutritional, thermal and exposure to pollutants) clearly demonstrating how proteomics and systems biology are key elements to the study of stress and welfare in farm animals and powerful tools for animal welfare, health and productivity.