The diagnosis of ewes’ pregnancy status at an early stage is an efficient way to enhance the reproductive output of sheep and allow producers to optimize production and management. The techniques of proteomics and metabolomics have been widely used to detect regulatory factors in various physiological processes of animals. The aim of this study is to explore the differential metabolites and proteins in the serum of pregnant and non-pregnant ewes by proteomics and metabolomics. The serum of ewes at 21, 28 and 33 days after artificial insemination (AI) were collected. The pregnancy stratus of the ewes was finally determined through ultrasound examination and then the ewes were grouped as Pregnant (n = 21) or N on-pregnant (n = 9). First, the serum samples from pregnant or non-pregnant ewes at 21 days after AI were selected for metabolomic analysis. It was found that the level of nine metabolites were upregulated and 20 metabolites were downregulated in the pregnant animals (p < 0.05). None of these differential metabolomes are suitable as markers of pregnancy due to their small foldchange. Next, the proteomes of serum from pregnant or non-pregnant ewes were evaluated. At 21 days after AI, the presence of 321 proteins were detected, and we found that the level of three proteins were upregulated and 11 proteins were downregulated in the serum of pregnant ewes (p < 0.05). The levels of serum amyloid A (SAA), afamin (AFM), serpin family A member 6 (SERPINA6) and immunoglobulin-like domain-containing protein between pregnant and non-pregnant ewes at 21-, 28- and 33-days post-AI were also analyzed via enzyme-linked immunosorbent assay (ELISA). The levels of SAA and AFM were significantly higher in pregnant ewes than in non-pregnant ewes, and could be used as markers for early pregnancy detection. Overall, our results show that SAA and AFM are potential biomarkers to determine the early pregnancy status of ewes.