Sea cucumber is a sensitive organism that is easily challenged by environmental change. The aim of this study was to characterize the proteome of sea cucumbers from 5 main Chinese origins, including Xiamen (XM), Dalian (DL), Weihai (WH), Yantai (YT) and Qingdao (QD). In this work, a tandem mass tag (TMT) labeling proteomic approach was applied to identify and quantify the proteome of sea cucumber. A total of 5051 proteins were identified in the body wall; among those proteins, 1594 proteins (31.6%) were identified as enzyme proteins, and 33 proteins belonged to collagen. In addition, the 10 most highly abundant proteins were further discussed. Among all quantified proteins, 2266 were significantly differentially expressed proteins (SDEPs) across the 5 origins. These SDEPs were related to pigmentation (5 proteins), antioxidant activity (13 proteins), and immune system processes (29 proteins). Based on SDEPs, DL differed the most from QD and XM, as well as WH and YT, as shown in principal component analysis (PCA) and hierarchical clustering. In conclusion, one-fourth of the significantly different proteins found in the sea cucumber body wall among the 5 main Chinese locations indicated the sensitivity of sea cucumber to variations in temperature, environment, and feeding.