This study presents a dynamic characterization of the sheep milk transcriptome aiming at achieving a better understanding of the sheep lactating mammary gland. Transcriptome sequencing (RNA-seq) was performed on total RNA extracted from milk somatic cells from ewes on days 10, 50, 120 and 150 after lambing. The experiment was performed in Spanish Churra and Assaf breeds, which differ in their milk production traits. Nearly 67% of the annotated genes in the reference genome (Oar_v3.1) were expressed in ovine milk somatic cells. For the two breeds and across the four lactation stages studied, the most highly expressed genes encoded caseins and whey proteins. We detected 573 differentially expressed genes (DEGs) across lactation points, with the largest differences being found, between day 10 and day 150. Upregulated GO terms at late lactation stages were linked mainly to developmental processes linked to extracellular matrix remodeling. A total of 256 annotated DEGs were detected in the Assaf and Churra comparison. Some genes selectively upregulated in the Churra breed grouped under the endopeptidase and channel activity GO terms. These genes could be related to the higher cheese yield of this breed. Overall, this study provides the first integrated overview on sheep milk gene expression.