The gold standard of milk is human milk, not cow milk. The present study expects to explored the comprehensive nutritional value of different kinds of milk and the differences between them through multi-omics analysis and found functional components that are more similar to human milk. This study employed untargeted LC-MS/MS metabolomics, untargeted LC-MS/MS lipidomics, and 4D label-free proteomics analysis techniques. The findings revealed substantial disparities in metabolites, lipids, and proteins among the five types of milk. Notably, pig milk exhibited a remarkable abundance of N-acetylneuraminic acid (Neu5Ac) and specific polar lipids. Yak milk stood out with significantly elevated levels of creatine and lipoprotein lipase (LPL) compared to other species. Buffalo milk boasted the highest concentrations of L-isoleucine, echinocystic acid, and alkaline phosphatase, tissue-nonspecific isozyme (ALPL). The concentrations of iminostilbene and osteopontin (OPN) were higher in cow milk.