Abstract Background Cow milk is a complex bioactive fluid consumed by humans beyond infancy. Even though the chemical and physical properties of cow milk are well characterized, very limited research has been done on characterizing the milk transcriptome. This study performs a comprehensive expression profiling of genes expressed in milk somatic cells of transition (day 15), peak (day 90) and late (day 250) lactation Holstein cows by RNA sequencing. Milk samples were collected from Holstein cows at 15, 90 and 250 days of lactation, and RNA was extracted from the pelleted milk cells. Gene expression analysis was conducted by Illumina RNA sequencing. Sequence reads were assembled and analyzed in CLC Genomics Workbench. Gene Ontology (GO) and pathway analysis were performed using the Blast2GO program and GeneGo application of MetaCore program. Results A total of 16,892 genes were expressed in transition lactation, 19,094 genes were expressed in peak lactation and 18,070 genes were expressed in late lactation. Regardless of the lactation stage approximately 9,000 genes showed ubiquitous expression. Genes encoding caseins, whey proteins and enzymes in lactose synthesis pathway showed higher expression in early lactation. The majority of genes in the fat metabolism pathway had high expression in transition and peak lactation milk. Most of the genes encoding for endogenous proteases and enzymes in ubiquitin-proteasome pathway showed higher expression along the course of lactation. Conclusions This is the first study to describe the comprehensive bovine milk transcriptome in Holstein cows. The results revealed that 69% of NCBI Btau 4.0 annotated genes are expressed in bovine milk somatic cells. Most of the genes were ubiquitously expressed in all three stages of lactation. However, a fraction of the milk transcriptome has genes devoted to specific functions unique to the lactation stage. This indicates the ability of milk somatic cells to adapt to different molecular functions according to the biological need of the animal. This study provides a valuable insight into the biology of lactation in the cow, as well as many avenues for future research on the bovine lactome.