The mammalian ejaculate is very well suited for proteomics studies. As such, investigations on the sperm proteomics are offering a huge amount of new information on the biology of the spermatozoa. Among domestic animals, horses represent a special interest species, in which reproductive technologies and an important market of genetic material has growth exponentially in the last decade. Investigations using proteomic approaches have been conducted in recent years, showing that proteomics is a potent tool to dig into the biology of the stallion spermatozoa. The aim of this review is to present an overview of the research conducted, and how these studies have improved our knowledge of the stallion sperm biology. The main outcomes of the research conducted so far have been an improved knowledge of the metabolism, and its importance of sperm functions, the impact of different technologies in the sperm proteome, and the identification of potential biomarkers. Moreover, proteomics of the seminal plasma and phosphoproteomics are identified as areas of major interest.