Apostichopus japonicus is one of the most important aquaculture species in China. Skin ulceration syndrome (SUS) of sea cucumber is a common and serious disease affected the development of A. japonicus culture industry. To better understand the response mechanisms of A. japonicus during SUS progression, the protein variations in the body wall of A. japonicus at different stages of SUS were investigated by a comparative proteomic approach based on isobaric tags for relative and absolute quantification. A total of 1449 proteins were identified from the samples at different SUS stages. Among these proteins, 145 proteins were differentially expressed in the SUS-related samples compared to those of healthy A. japonicus. These differentially expressed proteins involved a wide range of functions. Among these differentially expressed proteins, only two proteins, alpha-5-collagen and an unknown function protein, were differentially expressed during the whole progression of SUS compared with healthy A. japonicus. In addition, ATP synthase subunit beta (ATP5β) interacted with a variety of proteins with different functions during the SUS progression. These results implied that alpha-5-collagen and ATP5β could play important roles during the SUS progression of A. japonicus. Our study provided a new sight to understand the molecular responses of sea cucumber during the SUS progression and accumulated data for the prevention of SUS in sea cucumber aquaculture.