Milk contains all the nutrients for the growth and development of the neonate. However, milk composition is not constant during lactation. To study the changes of the milk proteome over lactation, filter-aided sample preparation combined with dimethyl labeling followed by liquid chromatography tandem mass spectrometry was used to identify and quantify milk proteins from 4 cows. A total of 229 proteins were identified, of which 219 were quantified. An 80% overlap was found in identified and quantified proteins between the 4 individual cows during lactation. Over lactation, the number of quantified proteins changed slightly (less than 10%), whereas the concentration of proteins changed considerably. Transport proteins involved in lipid synthesis (fatty acid–binding protein, perilipin-2, butyrophilin) increased, whereas proteins related to cholesterol transport (apolipoprotein E) decreased. The changes of lipid synthesis proteins are in accordance with the increased milk fat yield over lactation, indicating the increase of de novo mammary fatty acid synthesis as lactation advances. The high abundance of immune-related proteins in early lactation indicates the important role of these proteins for immune system development of calves. The increase in immune-related proteins (immunoglobulins, osteopontin, lactoferrin) and the decrease of proteins related to milk component synthesis (a-lactalbumin, ß-lactoglobulin, fatty acid–binding protein, perilipin-2, butyrophilin) in late lactation can be associated with the protection of the mammary gland. In conclusion, the changes of proteins with different biological functions reflect not only the changing needs of calves but also the development and protection of the mammary gland over lactation.