In this study, the DIA/SWATH method was used to identify differentially expressed proteins (DEPs) under saline, alkaline, and saline-alkaline stresses. Combined analyses of the proteome and transcriptome, pairwise differential abundance analysis, and gene regulated networks were implemented to identify key responsive GO items and KEGG pathways. Furthermore, proteins and cellular pathways related to the alkaline-saline effect were characterized, and some were validated through Western blotting. Finally, the relationship of stresses with homeostasis processes, immune responses, and reproductive processes is discussed. These results established a proteomics database of Gymnocypris przewalskii and should be helpful for understanding the physiological regulation mechanisms under salinity, alkalinity, and salinity-alkalinity interactive stresses.