The Japanese grenadier anchovy (Coilia nasus) undergoes upstream migration to spawning annually but can also be observed in freshwater resident populations. It has been hypothesized that anadromous adult C. nasus may utilize olfactory cues to locate spawning grounds. We firstly performed a comparative proteome analysis about olfactory rosettes in two populations to hunt for the proteomic changes. Among 5 408 identified proteins, 1 515 proteins (629 up-regulated and 886 down-regulated) were differentially expressed. Especially, several proteins and pathways associated with olfactory signaling were found to be significantly differential. Compared with resident C. nasus, the expressions of Golf protein and the sodium/calcium exchanger were significantly up-regulated in anadromous C. nasus. The expression of adenylate cyclase and regulator of G-protein signaling (RGS) were decreased. Our findings suggest a decrease in the expression of cGMP-dependent protein kinase (PKG) in anadromous C. nasus compared to resident C. nasus. The expression of Calmodulin (CaM) was increased and CaM-dependent protein kinase Ⅱ(CaMKⅡ) was decreased. In addition, KEGG pathway enrichment analysis of up-regulated proteins indicated statistically significant difference not only in olfactory transduction but also in the cGMP-PKG signal pathway. Furtherly, we sought out some proteins expressed in the same trend occurring in DEGs (differentially expressed genes) and DEPs (differentially expressed proteins) by doing the integrative analysis of proteome and transcriptome in olfactory rosettes of C. nasus.