Abstract The impact of nutritional modification to increase functional polyunsaturated fatty acids (PUFA), such as n-3 and n-6 fatty acids (FA) or conjugated linoleic acid (CLA), on milk proteome profile during early lactation remains largely unknown. We used an untargeted proteomics approach to investigate the impact of lactation day and PUFA supplementation on the proteome signature in skimmed milk over the course of early lactation. Sixteen Holstein dairy cows received abomasal infusion of saturated FA (CTRL) or a mixture of essential FA and CLA (EFA + CLA group) from − 63 to + 63 days relative to parturition. Using quantitative proteomics, 479 unique proteins were identified in skimmed milk at days 1, 28, and 63 postpartum. The top discriminating proteins between transition milk (day 1) and mature milk (days 28 and 63), including members of complements (i.e. C2 and C5), growth factor (TGFB2), lipoproteins (i.e. APOE and APOD), and chaperones (i.e. ST13 and CLU), are associated with calves’ immune system and gut development. The EFA + CLA supplementation moderately affected a few proteins associated with regulating mammary glands’ lipogenesis through the (re)assembly of lipoprotein particles, possibly under the PPAR signaling pathway. Collectively, skimmed milk proteome is dynamically regulated initially by cow’s metabolic and physiological changes and to a lesser extent by nutritional PUFA modifications.