In dairy sheep industry, milk production dictates the value of a ewe. Milk production is directly related to the morphology and physiology of the mammary gland; both being designated targets of breeding strategies. Although within a flock breeding parameters are mutual, large differences in milk production among individual ewes are usually observed. In this work, we tested two of the most productive dairy sheep breeds reared intensively in Greece, one local the Chios breed and one foreign the Lacaune breed. We used transcriptome sequencing to reveal molecular mechanisms that render the mammary gland highly productive or not. While highly expressed genes (caseins and major whey protein genes) were common among breeds, differences were observed in differentially expressed genes. ENSOARG00000008077, as a member of ribosomal protein 14 family, together with LPCAT2, CCR3, GPSM2, ZNF131, and ASIP were among the genes significantly differentiating mammary gland’s productivity in high yielding ewes. Gene ontology terms were mainly linked to the inherent transcriptional activity of the mammary gland (GO:0005524, GO:0030552, GO:0016740, GO:0004842), lipid transfer activity (GO:0005319) and innate immunity (GO:0002376, GO:0075528, GO:0002520). In addition, clusters of genes affecting zinc and iron trafficking into mitochondria were highlighted for high yielding ewes (GO:0071294, GO:0010043). Our analyses provide insights into the molecular pathways involved in lactation between ewes of different performances. Results revealed management issues that should be addressed by breeders in order to move toward increased milk yields through selection of the desired phenotypes. Our results will also contribute toward the selection of the most resilient and productive ewes, thus, will strengthen the existing breeding systems against a spectrum of environmental threats.