Terminal differentiation of mammary tissue into a functional epithelium synthesizing and secreting milk occurs during pregnancy. The molecular mechanisms underlying this complex process are poorly understood, especially in ruminants. To obtain an overview of the ruminant mammary gland final differentiation process, we conducted time-course gene expression analysis of five physiological stages: four during pregnancy (P46, P70, P90 and P110) and one after 40 days of lactation (L40). An appropriate loop experimental design was used to follow gene expression profiles. Using three nulliparous (pregnancy) or primiparous (lactation) goats per stage, a comparison was performed starting from 9 dye-swaps and using a 22K bovine oligoarray. Statistical analysis revealed that the expression of 1,696 genes varied significantly at least once in the study. These genes fell into 19 clusters based on their expression profiles. Identification of biological functions with Ingenuity Pathway Analysis (IPA) software revealed several similarities, in keeping with physiological stages described in mice. As in mice, expression of milk protein genes began at mid-pregnancy, and genes regulating lipid biosynthesis were induced at the onset of lactation. During the first half of pregnancy, the molecular signature of goat mammary tissue was characterized by the expression of genes associated with tissue remodeling and differentiation, while the second half was mainly characterized by the presence of messengers encoding genes involved in cell proliferation. A large number of immune-related genes were also induced, supporting recent speculation that mammary tissue has an original immune function, and the recruitment of migrating hematopoietic cells possibly involved in the branching morphogenesis of the mammary gland. These data hint that the induction of differentiation occurs early in pregnancy, very likely before P46. This period is therefore crucial for obtaining a healthy and productive mammary gland.