Colostrum and milk proteins are essential resources for the growth and development of the newborns, while their kinds and amounts vary greatly during the lactation period. This study was conducted to better understand whey proteome and its changes at six lactation time points (0 d, 3 d, 7 d, 14 d, 28 d, and 56 d after lambing) in Hu sheep. Using two-dimensional gel electrophoresis (2-DE) and matrix-assisted laser desorption/ionization time-of-flight mass spectrometry (MALDI TOF/TOF MS) technologies, a total of 52 differentially expressed protein spots (DEPS), corresponding to 25 differentially expressed proteins (DEPs), were obtained. The protein spots abundance analysis revealed that the proteins are the most abundant at 0 d after lambing. Gene ontology (GO) annotation and Kyoto Encyclopedia of Genes and Genomes (KEGG) pathway analysis were used to explore the biological functions of the DEPs. The biological process was mainly involved in localization, the single-organism process, the cellular process, and a series of immune processes. The cellular components engaged in the extracellular region were the cell, organelle, and membrane. The most prevalent molecular function was binding activity. In addition, the DEPs were involved in nine significant pathways, including the Hippo signaling pathway and Complement and coagulation cascades. These results intuitively presented the changes in Hu sheep whey proteins during a 56-d lactation period, and revealed potential biological functions of the DEPs, providing a scientific basis for early weaning.