Stress and welfare are important factors to animal production in a 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 markers for stress and welfare. These are important tools for producers, retailers, regulatory agents and ultimately consumers to effectively monitor and assess the welfare state of the producing animal. Proteomics is the science that studies the proteome i.e. the proteins existing in a given tissue or fluid, is therefore of extreme pertinence in such definition. 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 varied 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 on farm animals and a powerful tool to animal welfare, health and productivity.