Pregnancy success represents a major issue for the economic income of cattle breeders. Early detection of pregnant and non-pregnant animals, as well as the prediction of early pregnancy failure, can influence farm management decisions. Several diagnostic tools for pregnancy are currently available. Among these, pregnancy-associated glycoproteins (PAGs) have been shown to be useful for identifying the presence of vital embryos and for pregnancy follow-up monitoring. This review presents an overview of the PAGs’ functions, their pregnancy trends, and their use as a tool to improve reproductive management in bovine and other dairy livestock, such as small ruminants and buffalos.