In the digestive system of the sunn pest, Eurygaster integriceps Puton (Hemiptera: Scutelleridae), the salivary gland has a key role in extra oral digestion and the gut is the main site for digestion of food. In this study, proteomics was used to study the role of proteins involved in digestion. The amount of feeding on wheat grain by adult insects increased by comparison to fifth-instar nymphs. Proteins of the gut and salivary gland in adults and fifth-instar nymphs were analyzed 1 day after feeding. The proteins related to digestion, metabolism, and defense against toxins were accumulated in the gut of adult insects. Three plant proteins including serpin, dehydroascorbate reductase, and β-amylase were accumulated in guts of adults. In the salivary gland, phospholipase A2 and arginine kinase were increased in adults. Heat shock protein 70 increased in the gut of fifth-instar nymphs. Proteomic analysis revealed that most of changed proteins in digestive system of sunn pest were increased in adults. This study provided more targets derived from gut and salivary gland for pest management.