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Many marine animals, ranging from corals to fishes, synchronise reproduction to lunar cycles. In the annelid Platynereis dumerilii, this timing is orchestrated by an endogenous monthly (circalunar) clock entrained by moonlight. Whereas daily (circadian) clocks cause extensive transcriptomic and proteomic changes, the quality and quantity of regulations by circalunar clocks have remained largely elusive. By establishing a combined transcriptomic and proteomic profiling approach, we provide first systematic insight into the molecular changes in Platynereis heads between circalunar phases, and across sexual differentiation and maturation. Whereas maturation elicits large transcriptomic and proteomic changes, the circalunar clock exhibits only minor transcriptomic, but strong proteomic regulation. Our study provides a versatile extraction technique and comprehensive resources. It corroborates that circadian and circalunar clock effects are likely distinct and identifies key molecular brain signatures for reproduction, sex and circalunar clock phase. Examples include prepro-whitnin/proctolin and ependymin-related proteins as circalunar clock targets.