Most digestive malignancies have asymptomatic course, often progressing to poor outcome stages. Surgical resection usually represents the only potentially curative option but a prior assumption of the malignant nature of the lesion is mandatory to avoid exposing patients to unnecessary risks. Unfortunately, currently available diagnostic tools lack accuracy in many cases, consequently more reliable markers are needed to improve detection of malignant lesions. In this challenging context, fluids surrounding digestive malignancies represent a valuable source for the search of new potential biomarkers and proteomic tools offer the opportunity to achieve this goal. The new field of proximal fluid proteomics is thus emerging in the arena of digestive cancer biomarker discovery. In the present review, the state-of-the-art of proteomic investigations aimed at identifying new cancer biomarkers in fluids surrounding gastrointestinal malignancies is summarized. A comprehensive catalog of proteomic studies in which potential cancer biomarkers from gastrointestinal fluids have been identified and assessed for their diagnostic performances is also provided. This article is part of a Special Issue entitled: Biomarkers: A Proteomic Challenge.