The immune response of Atlantic salmon to sea lice has been extensively studied, but we still do not know the mechanisms by which some fish become resistant and others do not. In this study, we estimated the heritabilities of three key proteins associated with the innate immunity and resistance of Salmo salar against the sea louse Caligus rogercresseyi. In particular, we quantified the abundance of 2 pro-inflammatory cytokines, Tnfα and Il-8, and an antioxidant enzyme, Nkef, in Atlantic salmon skin and gill tissue from 21 families and 268 individuals by indirect ELISA. This covers a wide parasite load range from low or resistant (mean sea lice ± SE = 8.7 ± 0.9) to high or susceptible (mean sea lice ± SE = 43.3 ± 2.0). Our results showed that susceptible fish had higher levels of Nkef and Tnfα than resistant fish in their gills and skin, although gill Il-8 was higher in resistant fish, while no significant differences were found in the skin. Furthermore, moderate to very high heritable genetic variation was estimated for Nkef (h2 skin: 0.96 ± 0.14 and gills: 0.97 ± 0.11) and Tnfα (h2 skin: 0.53 ± 0.17 and gills: 0.32 ± 0.14), but not for Il-8 (h2 skin: 0.22 ± 0.12 ns and gills: 0.09 ± 0.08 ns). This work provides evidence that Nkef and Tnfα protein expressions are highly heritable and related to resistance against sea lice in Atlantic salmon.