Bovine milk is important for both veterinary medicine and human nutrition. Understanding the bovine milk proteome at different stages of lactation has therefore broad significance for integrative biology and clinical medicine as well. Indeed, different lactation stages have marked influence on the milk yield, milk constituents, and nourishment of the neonates. We performed a comparative proteome analysis of the bovine milk obtained at different stages of lactation from the Indian indigenous cattle Malnad Gidda (Bos indicus), a widely available breed. The milk differential proteome during the lactation stages in B. indicus has not been investigated to date. Using high-resolution mass spectrometry-based quantitative proteomics of the bovine whey proteins at early, mid, and late lactation stages, we identified a total of 564 proteins, out of which 403 proteins were found to be differentially abundant at different lactation stages. As is expected of any body fluid proteome, 51% of the proteins identified in the milk were found to have signal peptides. Gene ontology analyses were carried out to categorize proteins altered across different lactation stages based on biological process and molecular function, which enabled us to correlate their significance in each lactation stage. We also investigated the potential pathways enriched in different lactation stages using bioinformatics pathway analysis tools. To the best of our knowledge, this study represents the first and largest inventory of milk proteins identified to date for an Indian cattle breed. We believe that the current study broadly informs both veterinary omics research and the emerging field of nutriproteomics during lactation stages.