Colorectal cancer (CRC) screening has been proven to reduce both mortality and the incidence of this disease. Most CRC screening programs are based on fecal immunochemical tests (FITs), which have a low participation rate. Searching for blood protein biomarkers can lead to the development of a more accepted screening test. The aim of this systematic review was to compare the diagnostic potential of the most promising serum protein biomarkers. A systematic review based on PRISMA guidelines was conducted in the PubMed and Web of Science databases between January 2010 and December 2023. Studies assessing blood protein biomarkers for CRC screening were included. The sensitivity, specificity, and area under the ROC curve of each biomarker were collected. Among 4685 screened studies, 94 were considered for analysis. Most of them were case–control studies, leading to an overestimation of the performance of candidate biomarkers. The performance of no protein biomarker or combination of biomarkers appears to match that of the FIT. Studies with a suitable design and population, testing new assay techniques, or based on algorithms combining FIT with serum tests are needed.