Thaumetopoea pityocampa (Denis & Schiffermüller) (Lepidoptera: Notodontidae) is harmful to conifer trees because of defoliation and to public health because of the release of urticating setae from the caterpillars. Contact with setae by humans and domestic animals induces dermatitis, usually localized to the exposed areas. Recent studies demonstrated the presence of a complex urticating mechanism where proteins present in the setae may play a role as activators of immune responses. Yet, limited information is available at present about the proteins occurring in the setae of T. pityocampa. Using a refined method for protein extraction from the setae, and a combination of liquid chromatography tandem-mass spectrometry (LC-MS/MS), de novo assembly of transcriptomic data, and sequence similarity searches, an extensive data set of 353 proteins was obtained. These were further categorized by molecular function, biological process, and cellular location. All the 353 proteins identified were found to match through BLAST search with at least one Lepidoptera sequence available in databases. We found the previously known allergens Tha p 1 and Tha p 2 described from T. pityocampa, as well as enzymes involved in chitin biosynthesis, one of the principal components of the setae, and serine proteases that were responsible for inflammatory and allergic reactions in other urticating Lepidoptera. This new proteomic database may allow for a better understanding of the complexity of allergenic reactions due to T. pityocampa and to other Lepidoptera sharing similar defense systems.