Vector-borne diseases (VBDs) are defined as infectious diseases of humans and animals caused by pathogenic agents such as viruses, protists, bacteria, and helminths transmitted by the bite of blood-feeding arthropod (BFA) vectors. VBDs represent a major public health threat in endemic areas, generally subtropical zones, and many are considered to be neglected diseases. Genome sequencing of some arthropod vectors as well as modern proteomic and genomic technologies are expanding our knowledge of arthropod–pathogen interactions. This review describes the proteomic approaches that have been used to investigate diverse biological questions about arthropod vectors, including the interplay between vectors and pathogens. Proteomic studies have identified proteins and biochemical pathways that may be involved in molecular crosstalk in BFA-pathogen associations. Future work can build upon this promising start and functional analyses coupled with interactome bioassays will be carried out to investigate the role of candidate peptides and proteins in BFA-human pathogen associations. Dissection of the host–pathogen interactome will be key to understanding the strategies and biochemical pathways used by BFAs to cope with pathogens.