Proteins play a crucial role in the central dogma as the end product of gene expression. However, a deep proteomic landscape is still the missing puzzle piece of the comprehensive understanding of mammalian preimplantation development. Here, using our recently developed Comprehensive Solution of Ultrasensitive Proteome Technology (CS-UPT), we measured the proteomic profiles of oocytes and early embryos for ~5000 proteins in humans and over 6200 proteins in mice. Comparative analysis identified divergent proteomic dynamics before and around zygotic genome activation (ZGA) between the two species. Integrative analysis with transcriptome and translatome data revealed extensive and stage-specific protein turnover events. Remarkably, our comprehensive multi-omics analysis indicates that ZGA transcripts significantly contribute to protein accumulation at the blastocyst stage. Additionally, we experimentally confirmed several pf these key regulators are essential for early mouse development. Our data provide a rich resource for mammalian preimplantation development and laid a solid foundation for future investigations.