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The silkworm maggot, <i>Exorista</i> <i>sorbillans</i>, is a well-known larval endoparasitoid of the silkworm <i>Bombyx</i> <i>mori</i> that causes considerable damage to the silkworm cocoon crop. To gain insights into the response mechanism of the silkworm at the protein level, we applied a comparative proteomic approach to investigate proteomic differences in the hemolymph of the female silkworm pupae parasitized by <i>E</i>. <i>sorbillans</i>. In total, 50 differentially expressed proteins (DEPs) were successfully identified, of which 36 proteins were upregulated and 14 proteins were downregulated in response to parasitoid infection. These proteins are mainly involved in disease, energy metabolism, signaling pathways, and amino acid metabolism. Eight innate immune proteins were distinctly upregulated to resist maggot parasitism. Apoptosis-related proteins of cathepsin B and 14-3-3 zeta were significantly downregulated in <i>E</i>. <i>sorbillans</i>-parasitized silkworm pupae; their downregulation induces apoptosis. Quantitative PCR was used to further verify gene transcription of five DEPs, and the results are consistent at the transcriptional and proteomic levels. This was the first report on identification of possible proteins from the <i>E</i>. <i>bombycis</i>-parasitized silkworms at the late stage of parasitism, which contributes to furthering our understanding of the response mechanism of silkworms to parasitism and dipteran parasitoid biology.