Advances in mass spectrometry technologies have created new opportunities for discovering novel protein biomarkers in systemic lupus erythematosus (SLE). We performed a systematic review of published reports on proteomic biomarkers identified in SLE patients using mass spectrometry‐based proteomics and highlight their potential disease association and clinical utility. Two electronic databases, MEDLINE and EMBASE, were systematically searched up to July 2015. The methodological quality of studies included in the review was performed according to Preferred Reporting Items for Systematic Reviews and Meta‐analyses guidelines. Twenty‐five studies were included in the review, identifying 241 SLE candidate proteomic biomarkers related to various aspects of the disease including disease diagnosis and activity or pinpointing specific organ involvement. Furthermore, 13 of the 25 studies validated their results for a selected number of biomarkers in an independent cohort, resulting in the validation of 28 candidate biomarkers. It is noteworthy that 11 candidate biomarkers were identified in more than one study. A significant number of potential proteomic biomarkers that are related to a number of aspects of SLE have been identified using mass spectrometry proteomic approaches. However, further studies are required to assess the utility of these biomarkers in routine clinical practice.