Rearing conditions may elicit noticeable plastic responses in life-history traits of living organisms. Diet composition and the social environment have proven to influence prominent traits such as survival, body size, fecundity, and life span. Nevertheless, the physiological mechanisms underlying such responses are largely unknown. In this study, we investigated changes in the proteome of the house cricket Acheta domesticus subjected to diets of different nutritional composition (i.e., protein to carbohydrates ratio) and two distinct social environments (i.e., solitary or in groups). We measured the relative abundances of 685 proteins identified in whole-body cricket samples using high-performance liquid chromatography coupled to tandem mass spectrometry. Differential expression of proteins induced by diet composition and social environment in female and male A. domesticus was assessed in a data-independent proteomics approach. Additionally, we performed a functional analysis of the differentially expressed proteins using comprehensive databases (KEGG and GO). We found that sex alone explained a significant portion (40.87%) of the relative protein abundance variation. Males had a higher representation of proteins involved in metabolic pathways and locomotion. In contrast, females exhibited a higher abundance of proteins related to genetic processes regulation and nutrient catabolism. Moreover, diet composition and social environment induced sex-specific changes in a smaller set of proteins with particular roles. Females had their protein profile affected by diet composition and social environment. The involved proteins were mainly related to several protein synthesis stages, carbohydrate metabolism, and muscle development. In contrast, males were only affected by diet composition, overexpressing proteins related to hormone production, carbohydrate metabolism, and apparently depositing excess protein in the cuticle when fed with a protein-rich diet. Evidently, diet had a more substantial influence on the proteome of the cricket A. domesticus than the social environment, showing that diet composition may exert profound physiological changes in insects in a sex-specific manner.