Due to the limitations of the present risk genes in understanding the etiology of amyotrophic lateral sclerosis (ALS), it is necessary to find additional causative genes utilizing novel approaches. In this study, we conducted a two-stage proteome-wide association study (PWAS) using ALS genome-wide association study (GWAS) data (N = 152,268) and two distinct human brain protein quantitative trait loci (pQTL) datasets (ROSMAP N = 376 and Banner N = 152) to identify ALS risk genes and prioritized candidate genes with Mendelian randomization (MR) and Bayesian colocalization analysis. Next, we verified the aberrant expression of risk genes in multiple tissues, including lower motor neurons, skeletal muscle, and whole blood. Six ALS risk genes (SCFD1, SARM1, TMEM175, BCS1L, WIPI2, and DHRS11) were found during the PWAS discovery phase, and SARM1 and BCS1L were confirmed during the validation phase. The following MR (p = 2.10 × 10−7) and Bayesian colocalization analysis (ROSMAP PP4 = 0.999, Banner PP4 = 0.999) confirmed the causal association between SARM1 and ALS. Further differential expression analysis revealed that SARM1 was markedly downregulated in lower motor neurons (p = 7.64 × 10−3), skeletal muscle (p = 9.34 × 10−3), and whole blood (p = 1.94 × 10−3). Our findings identified some promising protein candidates for future investigation as therapeutic targets. The dysregulation of SARM1 in multiple tissues provides a new way to explain ALS pathology.