Background: Carfilzomib (Cfz) is an anti-cancer drug related to cardiorenal adverse events, with cardiovascular and renal complications limiting its clinical use. Despite the important progress concerning the discovery of the underlying causes of Cfz-induced nephrotoxicity, the molecular/biochemical background is still not well clarified. Furthermore, the number of metabolomics-based studies concerning Cfz-induced nephrotoxicity is limited. Methods: A metabolomics UPLC–HRMS–DIA methodology was applied to three bio-sample types i.e., plasma, kidney, and urine, obtained from two groups of mice, namely (i) Cfz (8 mg Cfz/ kg) and (ii) Control (0.9% NaCl) (n = 6 per group). Statistical analysis, involving univariate and multivariate tools, was applied for biomarker detection. Furthermore, a sub-study was developed, aiming to estimate metabolites’ correlation among bio-samples, and to enlighten potential mechanisms. Results: Cfz mostly affects the kidneys and urine metabolome. Fifty-four statistically important metabolites were discovered, and some of them have already been related to renal diseases. Furthermore, the correlations between bio-samples revealed patterns of metabolome alterations due to Cfz. Conclusions: Cfz causes metabolite retention in kidney and dysregulates (up and down) several metabolites associated with the occurrence of inflammation and oxidative stress.