The aim of the study was to explore new markers in serum proteome associated with the response to antiosteoporosis drugs, namely teriparatide and denosumab. We obtained serum samples from 14 patients with osteoporosis, both at baseline and after 6 months of treatment with teriparatide (n = 10) or denosumab (n = 4). Samples were analyzed by nanoliquid chromatography coupled to high-resolution mass spectrometry on a QTOF 5600 (SCIEX) apparatus. The spectrometry data were analyzed with Mascot against the UniProtKB base and then several quality-control filters were applied for the identification of peptides (false discovery rate, FDR q −2) and innate immune system (FDR q 2 × 10−3) pathways. Among patients treated with denosumab, we observed significant differences in the levels of 10 proteins, which were also enriched in the pathways related to the innate immune system (FDR q 3 × 10−2). These results suggest that the innate immune system may be involved in the response to antiosteoporosis drugs.