Leishmaniases are major vector-borne tropical diseases responsible for great human morbidity and mortality, caused by protozoan, trypanosomatid parasites of the genus Leishmania. In the mammalian host parasites survive and multiply within mononuclear phagocytes, especially macrophages. However, the underlying mechanisms by which Leishmania spp affect their host, are not fully understood. Herein, proteomic alterations of primary bone marrow-derived, BALB/c macrophages are documented after 72 h of infection with Leishmania donovani insect-stage promastigotes, with the use of a SILAC-based, quantitative proteomics approach. The protocol was optimised by combining strong anion exchange and gel electrophoresis fractionation that displayed similar depth of analysis (>5500 proteins). Our analyses revealed 86 differentially modulated proteins (35 showing increased and 51 decreased abundance) in response to Leishmania donovani infection. The proteomics results were validated by analysing the abundance of selected proteins. Intracellular Leishmania donovani infection led to changes in various host cell biological processes, including primary metabolism and catabolic process, with a significant enrichment in lysosomal organisation. Overall, our analysis allows new technical insight into the challenges of quantitative proteomics applied on primary cells, and establishes the first proteome of bona fide primary macrophages infected ex vivo with Leishmania donovani, revealing new mechanisms acting at the host/pathogen interface.