We report low-temperature transport measurements performed on a planar Nb-InGaAs-Nb proximity Josephson junction hosting a gate-defined lateral quantum dot in the weak link. We first study quasiparticle and Josephson transport through the open junction, when all gates are grounded. When the quantum dot is defined in the normal region by electrostatic depletion, cotunneling spectroscopy allows us to directly probe the energy gap induced in the two-dimensional electron gas. Our data show good qualitative agreement with a model describing resonant tunneling through an Anderson impurity connected to superconducting electrodes. These results demonstrate the feasibility of top-gated nanodevices based on a two-dimensional electron gas coupled to a superconductor.