Distilled spirits production using Saccharomyces cerevisiae requires understanding of the mechanisms of yeast cell response to alcohol stress. Reportedly, specific mutations in genes of the ubiquitin-proteasome system, e.g., RPN4, may result in strains exhibiting hyper-resistance to different alcohols. To study the Rpn4-dependent yeast response to short-term ethanol exposure, we performed a comparative analysis of the wild-type (WT) strain, strain with RPN4 gene deletion (rpn4-Delta), and a mutant strain with decreased proteasome activity and consequent Rpn4 accumulation due to PRE1 deregulation (YPL). The stress resistance tests demonstrated an increased sensitivity of mutant strains to ethanol compared with WT. Comparative proteomics analysis revealed significant differences in molecular responses to ethanol between these strains. GO analysis of proteins upregulated in WT showed enrichments represented by oxidative and heat responses, protein folding/unfolding, and protein degradation. Enrichment of at least one of these responses was not observed in the mutant strains. Moreover, activity of autophagy was not increased in the RPN4 deletion strain upon ethanol stress which agrees with changes in mRNA levels of ATG7 and PRB1 genes of the autophagy system. Activity of the autophagic system was clearly induced and accompanied with PRB1 overexpression in the YPL strain upon ethanol stress. We demonstrated that Rpn4 stabilization contributes to the PRB1 upregulation. CRISPR-Cas9-mediated repression of PACE-core Rpn4 binding sites in the PRB1 promoter inhibits PRB1 induction in the YPL strain upon ethanol treatment and results in YPL hypersensitivity to ethanol. Our data suggest that Rpn4 affects the autophagic system activity upon ethanol stress through the PRB1 regulation. These findings can be a basis for creating genetically modified yeast strains resistant to high levels of alcohol, being further used for fermentation in ethanol production.