The apparent ability of bats to harbor many virulent viruses without showing disease is likely driven by distinct immune responses that coevolved with mammalian flight and the exceptional longevity of this order. Yet our understanding of the immune mechanisms of viral tolerance is restricted to a small number of bat–virus relationships and remains poor for coronaviruses (CoVs), despite their relevance to human health. Proteomics holds particular promise for illuminating the immune factors involved in bat responses to infection, because it can accommodate especially low sample volumes (e.g., sera) and thus can be applied to both large and small bat species as well as in longitudinal studies where lethal sampling is necessarily limited. Further, as the serum proteome includes proteins secreted from not only blood cells but also proximal organs, it provides a more general characterization of immune proteins. Here, we expand our recent work on the serum proteome of wild vampire bats (Desmodus rotundus) to better understand CoV pathogenesis. Across 19 bats sampled in 2019 in northern Belize with available sera, we detected CoVs in oral or rectal swabs from four individuals (21.1% positivity). Phylogenetic analyses identified all RdRp gene sequences in vampire bats as novel α-CoVs most closely related to known human CoVs. Across 586 identified serum proteins, we found no strong differences in protein composition nor abundance between uninfected and infected bats. However, receiver operating characteristic curve analyses identified seven to 32 candidate biomarkers of CoV infection, including AHSG, C4A, F12, GPI, DSG2, GSTO1, and RNH1. Enrichment analyses using these protein classifiers identified downregulation of complement, regulation of proteolysis, immune effector processes, and humoral immunity in CoV-infected bats alongside upregulation of neutrophil immunity, overall granulocyte activation, myeloid cell responses, and glutathione processes. Such results denote a mostly cellular immune response of vampire bats to CoV infection and identify putative biomarkers that could provide new insights into CoV pathogenesis in wild and experimental populations. More broadly, applying a similar proteomic approach across diverse bat species and to distinct life history stages in target species could improve our understanding of the immune mechanisms by which wild bats tolerate viruses.