RNA-Seq enables the generation of extensive transcriptome information providing the capability to characterize transcripts (including alternative isoforms and polymorphism), to quantify expression and to identify differential regulation in a single experiment. Our aim in this study was to take advantage of using RNA-Seq high-throughput technology to provide a comprehensive transcriptome profiling of the sheep lactating mammary gland. Eight ewes of two dairy sheep breeds with differences in milk production traits were used in this experiment (four Churra and four Assaf ewes). Milk samples from these animals were collected on days 10, 50, 120 and 150 after lambing to cover the various physiological stages of the mammary gland across the complete lactation. RNA samples were extracted from milk somatic cells. The RNA-Seq dataset was generated using an Illumina HiSeq 2000 sequencer. The information reported here will be useful to understand the biology of lactation in sheep, providing also an opportunity to characterize their different patterns on milk production aptitude.