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In the framework of the grand-canonical ensemble of statistical mechanics, we give an exact diagrammatic representation of the density profiles in a classical multicomponent plasma near a dielectric wall. By a reorganization of Mayer diagrams for the fugacity expansions of the densities, we exhibit how the long-range of both the self-energy and pair interaction are exponentially screened at large distances from the wall. However, the self-energy due to Coulomb interaction with images still diverges in the vicinity of the dielectric wall and the variation of the density is drastically different at short or large distances from the wall. This variation is involved in the inhomogeneous Debye-Huckel equation obeyed by the screened pair potential. Then the main difficulty lies in the determination of the latter potential at every distance. We solve this problem by devising a systematic expansion with respect to the ratio of the fundamental length scales involved in the two coulombic effects at stake. (The application of this method to a plasma confined between two ideally conducting plates and to a quantum plasma will be presented elsewhere). As a result we derive the exact analytical perturbative expressions for the density profiles up to first order in the coupling between charges. The mean-field approach displayed in Paper I is then justified.