Classical pediatric Hodgkin Lymphoma (HL) is a rare malignancy. Therapeutic regimens for its management may be optimized by establishing treatment response early on. The aim of this study was to identify plasma protein biomarkers enabling the prediction of relapse in pediatric/adolescent HL patients treated under the pediatric EuroNet-PHL-C2 trial. We used untargeted liquid chromatography-tandem mass spectrometry (LC-MS/MS)-based proteomics at the time of diagnosis—before any therapy—as semiquantitative method to profile plasma proteins specifically associated with relapse in 42 children with nodular sclerosing HL. In both the exploratory and the validation cohorts, six proteins (apolipoprotein E, C4b-binding protein α chain, clusterin, fibrinogen γ chain, prothrombin, and vitronectin) were more abundant in the plasma of patients whose HL relapsed (|fold change| ≥ 1.2, p < 0.05, Student’s t-test). Predicting protein function with the Gene Ontology classification model, the proteins were included in four biological processes (p < 0.01). Using immunoblotting and Luminex assays, we validated two of these candidate biomarkers—C4b-binding protein α chain and clusterin—linked to innate immune response function (GO:0045087). This study identified C4b-binding protein α chain and clusterin as candidate early plasma biomarkers of HL relapse, and important for the purpose of shedding light on the molecular scenario associated with immune response in patients treated under the EuroNet-PHL-C2 trial.