Peritoneal dialysis (PD) is an established home care, cost-effective renal replacement therapy (RRT), which offers several advantages over the most used dialysis modality, hemodialysis. Despite its potential benefits, however, PD is an under-prescribed method of treating uremic patients. Infectious complications (primarily peritonitis) and bio-incompatibility of PD solutions are the main contributors to PD drop-out, due to their potential for altering the functional and anatomical integrity of the peritoneal membrane. To improve the clinical outcome of PD, there is a need for biomarkers to identify patients at risk of PD-related complications and to guide personalized interventions. Several recent studies have shown that proteomic investigation may be a powerful tool in the prediction, early diagnosis, prognostic assessment, and therapeutic monitoring of patients on PD. Indeed, analysis of the proteome present in PD effluent has uncovered several proteins involved in inflammation and pro-fibrotic insult, in encapsulating peritoneal sclerosis, or even in detecting early changes before any measurable modifications occur in the traditional clinical parameters used to evaluate PD efficacy. We here review the proteomic studies conducted thus far, addressing the potential use of such omics methodology in identifying potential new biomarkers of the peritoneal membrane welfare in relation to dialytic prescription and adequacy.