Early pregnancy in jennies is routinely determined by palpation per rectum or ultrasonography and also by detecting steroid hormone and chorionic gonadotropin levels in the blood, plasma, and serum. Herein we applied label-free mass spectrometry-based quantitative proteomics to identify serum proteins that were differentially expressed between early pregnant (day 45 after ovulation) and non-pregnant jennies. Bioinformatics analysis allowed illustration of pathways potentially involved in early pregnancy. We identified 295 proteins from a total of 2,569 peptides. Twenty-five proteins (22 upregulated and three downregulated) were significantly differentially expressed between the early pregnant and non-pregnant groups. The majority of the differentially expressed proteins were involved in defense response, early embryonic development, and hormone signaling pathways. Furthermore, functional protein analyses suggested that proteins were involved in binding, enzyme inhibitor activity, and enzyme regulator activity. Five serum proteins-granulin precursor/acrogranin, transgelin-2, fibronectin, fibrinogen-like 1, and thrombospondin 1-can be considered as novel, reliable candidates to detect pregnancy in jennies. To the best of our knowledge, this is the first study to use label-free mass spectrometry-based quantitative proteomics to analyze serum proteins during early pregnancy in jennies. Our results should facilitate the identification of valuable pregnancy diagnostic markers in early pregnant jennies.