Step 1: Understanding the Concept
Essential amino acids cannot be synthesized by the human body, while non-essential ones can.
Step 2: Classify the options
Phenylalanine, methionine and valine are essential amino acids.\nProline is a non-essential amino acid.
Final Answer:
Proline is synthesized in our body.
\[ \boxed{\text{(A) }\text{Proline}} \]