Opportunities were limited at Molineux and Proudlock joined Tranmere on loan in October 2002 and Sheffield Wednesday on loan in December 2002, where he scored twice in five matches. He was recalled by Wolves in January 2003 and made a total of 22 appearances, almost all as substitute, for Wolves in the 2002–03 season as Wolves were promoted to the Premier League after beating Sheffield United in the Division One play-off final in May 2003. In total, he scored 17 goals for Wolves in 84 appearances.