The immune system of bivalves is of great interest it reflects the health status of these organisms during stressful conditions. While immune molecular responses are well documented for marine bivalves, few information is available for continental bivalves such as the zebra mussel, Dreissena polymorpha. A proteogenomic approach was conducted on both hemocytes and plasma to identified immune proteins of this non-model species. Combining transcriptomic sequences with mass spectrometry data acquired on proteins is a relevant strategy since 3020 proteins were identified, representing the largest protein inventory for this sentinel organism. Functional annotation and gene ontology (GO) analysis performed on the identified proteins described the main molecular players of hemocytes and plasma in immunity. GO analysis highlights the complementary immune functions of these two compartments in the management of micro-organisms. Functional annotation revealed new mechanisms in the immune defence of the zebra mussel. Proteins rarely observed in the hemolymph of bivalves were pinpointed such as natterin-like and thaumatin-like proteins. Furthermore, the high abundance of complement-related proteins observed in plasma suggested a strong implication of the complement system in the immune defence of D. polymorpha. This work brings a better understanding of the molecular mechanisms involved in zebra mussel immunity.