The host–vector–pathogen interactions are governed since their origin by a subtle balance between attack and transmission strategies and defense mechanisms. Molecular dialogues are established between a pathogen and its host, these ones will generate a mutual selection pressure that will result in profound changes in expression of host and pathogen genes. In the post-genomic era, proteomics is in its infancy, but represents a promising tool to fill the blanks that still exist in biology despite the sequencing of the genomes of many organisms. This chapter presents the interest in proteomics toward a better understanding of host–vector–pathogen cross talks through a synthetic review of the available data generated by proteomics studies, discussing the pitfalls of current approaches, and presenting new approaches to decipher from molecular interactions with population proteomics leading to biomarkers discovery for diagnosis, therapy, and vaccine purposes.