Since the publication of one of the first studies using 2D gel electrophoresis by Patrick H. O’Farrell in 1975, several other studies have used that method to evaluate cellular responses to different physicochemical variations. In environmental microbiology, bacterial adaptation to cold environments is a “hot topic” because of its application in biotechnological processes. As in other fields, gel-based and gel-free proteomic methods have been used to determine the molecular mechanisms of adaptation to cold of several psychrotrophic and psychrophilic bacterial species. In this review, we aim to describe and discuss these main molecular mechanisms of cold adaptation, referencing proteomic studies that have made significant contributions to our current knowledge in the area. Furthermore, we use Exiguobacterium antarcticum B7 as a model organism to present the importance of integrating genomic, transcriptomic, and proteomic data. This species has been isolated in Antarctica and previously studied at all three omic levels. The integration of these data permitted more robust conclusions about the mechanisms of bacterial adaptation to cold.