Alzheimer's disease (AD), one of the most common dementias, is a neurodegenerative disease characterized by cognitive impairment and decreased judgment function. The expected number of AD patient is increasing in the context of the world's advancing medical care and increasing human life expectancy. Since current molecular mechanism studies on AD pathogenesis are incomplete, there is no specific and effective therapeutic agent. Mass spectrometry (MS)-based unbiased proteomics studies provide an effective and comprehensive approach. Many advances have been made in the study of the mechanism, diagnostic markers, and drug targets of AD using proteomics. This paper focus on subcellular level studies, reviews studies using proteomics to study AD-associated mitochondrial dysfunction, synaptic, and myelin damage, the protein composition of amyloid plaques (APs) and neurofibrillary tangles (NFTs), changes in tissue extracellular vehicles (EVs) and exosome proteome, and the protein changes in ribosomes and lysosomes. The methods of sample separation and preparation and proteomic analysis as well as the main findings of these studies are involved. The results of these proteomics studies provide insights into the pathogenesis of AD and provide theoretical resource and direction for future research in AD, helping to identify new biomarkers and drugs targets for AD.