The Cryptosporidium parvum (C. parvum) oocyst wall provides strong protection against hostile environmental factors; however, research is limited concerning about the oocyst wall at the proteomic level. In this study, a comprehensive analysis of the proteome expressed by the oocyst wall of C. parvum was performed using label-free qualitative high-performance liquid chromatography (HPLC) fractionation and mass spectrometry-based qualitative proteomics technologies. A total of 798 proteins were identified, accounting for about 20% of the CryptoDB proteome. By using bioinformatic analysis, functional annotation and subcellular localization of the identified proteins were examined for better understanding of the characteristics of the oocyst wall. Among the identified proteins, one protein encoded by the C. parvum cgd7_5140 (Cpcgd7_5140) gene was predicted to be located on the surface of the oocyst wall. To verify its localization, an indirect immunofluorescent antibody assay (IFA) demonstrated that the Cpcgd7_5140 was localized on the surface of the oocyst wall, illustrating the potential usage as a marker for C. parvum detection in vitro. The results provide new information about the proteomic composition of the Cryptosporidium oocyst wall, thereby providing a theoretical basis for further study of Cryptosporidium oocyst wall formation as well as the selection of targets for Cryptosporidium detection.