Colostrum and milk have high nutritional value and provide a complete diet for neonates, along with bioactive substances which modulate various functions such as immune defense. Exosomes are membranous vesicles of endocytic origin, recently been considered as major players in cell-cell communication. The mechanisms by which milk components can prime the infant’s active immunity are not entirely clear, and exosomes are suggested to be essential for the infant’s physiological development. We assessed the exosomal proteome profile from milk samples obtained from 10 healthy sows, at day 0 (colostrum), day 7, and 14 post-partum. Exosomes were isolated by ultracentrifugation coupled with size exclusion chromatography, and were characterized by nanoparticle tracking analysis, transmission electron microscopy and Western blotting for exosome markers. Isolated exosomes were in-gel digested and after TMT-labelling of the peptides, they were subjected to LC-MS/MS. Quantitative proteomics analysis revealed different proteome profiles for colostrum exosomes and milk exosomes, and functional analysis highlighted pathways related to immune response, cellular development, and regulation of cellular processes. This study endorses the importance of exosomes as active biocomponents of milk and provides knowledge for future studies exploring their role in regulation of immunity and growth of the newborn.