In this study, a first proteomic approach was carried out to characterize the adaptive response of cell wall-related proteins to endogenous CO2 overpressure, which is typical of second fermentation conditions, in two wine Saccharomyces cerevisiae strains (P29, a conventional second fermentation strain, and G1, a flor yeast strain implicated in sherry wine making). The results showed a high number of cell wall proteins in flor yeast G1 under pressure, highlighting content at the first month of aging. The cell wall proteomic response to pressure in flor yeast G1 was characterized by an increase in both the number and content of cell wall proteins involved in glucan remodeling and mannoproteins. On the other hand, cell wall proteins responsible for glucan assembly, cell adhesion, and lipid metabolism stood out in P29. Over-represented proteins under pressure were involved in cell wall integrity (Ecm33p and Pst1p), protein folding (Ssa1p and Ssa2p), and glucan remodeling (Exg2p and Scw4p). Flocculation-related proteins were not identified under pressure conditions. The use of flor yeasts for sparkling wine elaboration and improvement is proposed. Further research based on the genetic engineering of wine yeast using those genes from protein biomarkers under pressure alongside the second fermentation in bottle is required to achieve improvements.