Yaks (Bos grunniens) live primarily in the Qinghai-Tibetan plateau (altitude: 2000–5000 m). Their milk presents unusual characteristics, containing large amounts of solids including fat and protein, and it is, therefore, important to understand the genetic makeup of the yak. To identify potentially critical genes playing a role in yak mammary tissue from colostrum to mature milk phase of lactogenesis, the early lactation (colostrum) stage (ELS; day 1 after parturition) and mature lactation (milk) stage (MLS; day 15) were chosen for comparison. An ELS-specific cDNA library was established by suppression subtractive hybridization and 25 expressed sequence tags at ELS were identified by sequencing and alignment. To further confirm our results the expression levels of 21 genes during the lactation cycle were measured using quantitative real-time RT-PCR (qRT-PCR). The qRT-PCR results confirmed 9 significantly up-regulated genes at ELS vs. MLS in yak mammary tissue, in which the l-amino acid oxidase 1 (LAO1) and collagen, type I, alpha I (COL1A1) were the most significantly up-regulated. During the lactation cycle, the highest expression of some milk fat genes (i.e., XDH and FABP3) in yak mammary tissue appears earlier than that in dairy cow. Our data also indicate MYC potentially playing a central role through putative regulation of COL1A1, CD44, SPARC, FASN and GPAM.