After almost two years from its first evidence, the COVID-19 pandemic continues to afflict people worldwide, highlighting the need for multiple antiviral strategies. SARS-CoV-2 main protease (Mpro/3CLpro) is a recognized promising target for the development of effective drugs. Because single target inhibition might not be sufficient to block SARS-CoV-2 infection and replication, multi enzymatic-based therapies may provide a better strategy. Here we present a structural and biochemical characterization of the binding mode of MG-132 to both the main protease of SARS-CoV-2, and to the human Cathepsin-L, suggesting thus an interesting scaffold for the development of double-inhibitors. X-ray diffraction data show that MG-132 well fits into the Mpro active site, forming a covalent bond with Cys145 independently from reducing agents and crystallization conditions. Docking of MG-132 into Cathepsin-L well-matches with a covalent binding to the catalytic cysteine. Accordingly, MG-132 inhibits Cathepsin-L with nanomolar potency and reversibly inhibits Mpro with micromolar potency, but with a prolonged residency time. We compared the apo and MG-132-inhibited structures of Mpro solved in different space groups and we identified a new apo structure that features several similarities with the inhibited ones, offering interesting perspectives for future drug design and in silico efforts.