Cerebrospinal fluid (CSF) proteins are very important because they can serve as biomarkers for central nervous system diseases. Although many CSF proteins have been identified with wet experiments, the identification of CSF proteins is still a challenge. In this paper, we propose a novel method to predict proteins in CSF based on protein features. A two-stage feature-selection method is employed to remove irrelevant features and redundant features. The deep neural network and bagging method are used to construct the model for the prediction of CSF proteins. The experiment results on the independent testing dataset demonstrate that our method performs better than other methods in the prediction of CSF proteins. Furthermore, our method is also applied to the identification of glioma biomarkers. A differentially expressed gene analysis is performed on the glioma data. After combining the analysis results with the prediction results of our model, the biomarkers of glioma are identified successfully.