The immune system can be damaged by chronic stress. However, for this process, the involved molecular alterations and their regulatory roles played in immunosuppression still remain unclear. This study was aimed to identify the differences in serum protein expressions that are closely associated with the effect of chronic stress on immune function. Serum protein levels of rats in control group and chronic stress group were measured by iTRAQ analysis. Subsequently, among the 121 differentially expressed proteins screened between the two groups, 46 proteins were upregulated (>1.5-fold, P < 0.05), while 75 proteins were downregulated (<0.67-fold, P < 0.05). Bioinformatics analysis revealed that most of the differentially expressed proteins were in relation with the metabolic, cellular, response stimulus and immune system processes. The significantly differential expression of ceruloplasmin, haptoglobin, catalase and peroxiredoxin-1 were picked out for reconfirmation by ELISA analysis. The results were consistent with those obtained by iTRAQ. What is more, the roles of above-mentioned four proteins, apolipoprotein B-100 and heat-shock protein 90 in immunosuppression induced by chronic stress were discussed. Taken together, these findings may provide a new insight into better understanding the molecular mechanisms of immunosuppression induced by chronic stress.