This sounds like a question for the person you're trying to prove your income to.
And it depends on what period's income you're trying to prove. A tax return shows figures over the tax year as a whole. If you're only trying to show annual income, a tax return might work. If you're trying to show your monthly income, a tax return won't show that. In that case they're looking for something that matches the desired time period--like a bi-weekly paystub or monthly bank statement.