Genome-wide association studies have identified dozens of genomic loci for obesity. However, functional genes and their detailed genetic mechanisms underlying these loci are mainly unknown. In this study, we conducted an integrative study to prioritize plausibly functional genes by combining information from genome-, transcriptome- and proteome-wide association analyses. We first conducted proteome-wide association analyses and transcriptome-wide association analyses for the six obesity-related traits. We then performed colocalization analysis on the identified loci shared between the proteome- and transcriptome-association analyses. Finally, we validated the identified genes with other plasma/blood reference panels. The highlighted genes were assessed for expression of other tissues, single-cell and tissue specificity, and druggability. We prioritized 4 high-confidence genes (FASN, ICAM1, PDCD6IP, and YWHAB) by proteome-wide association studies, transcriptome-wide association studies, and colocalization analyses, which consistently influenced the variation of obesity traits at both mRNA and protein levels. These 4 genes were successfully validated using other plasma/blood reference panels. These 4 genes shared regulatory structures in obesity-related tissues. Single-cell and tissue-specific analyses showed that FASN and ICAM1 were explicitly expressed in metabolism- and immunity-related tissues and cells. Furthermore, FASN and ICAM1 had been developed as drug targets. Our study provided novel promising protein targets for further mechanistic and therapeutic studies of obesity.