A viable tool for the monitoring of the systemic condition of the pregnant jenny may be the determination of serum protein fraction (SPF) levels, including metabolic profiling. Tissue development and composition of the growing fetus requires the mother to provide adequate nutrients to its body parts and organs. In this regard, body fluid distribution and strategic molecule transportation can be screened using SPF electropherograms and analysis of intermediate metabolites. The nutritional and health status of 12 jennies (age: 5–8 years; BW at the start: 135–138 kg; Body Condition Score, BCS [1 to 5 points] = 2.25–2.50; 4th month of gestation) were monitored throughout gestation (approximate gestation period 350–356 d). All animals were pasture-fed and were offered hay ad libitum. Individual blood samples were collected within the 4th, 7th, and 10th month following conception (ultrasound scanning). Serum biochemistry, in particular, the analysis of 6 fractions of serum proteins was carried out. The significant decrease in circulating albumin in jennies from mid- to late-gestation (p < 0.001) suggests a considerable role of dietary amino acids in the synthesis of protein for fetal tissue formation as well as body fluid distribution and blood pressure control of the jenny in those stages. Moreover, α1-globulin decreased significantly in late gestation (p < 0.047), corresponding to major organ development in the terminal fetus and supported by lipid transportation in the bloodstream of the jenny. Similarly, α2-globulin decreased in late gestation (p < 0.054) as haptoglobin, an important component for the transport of free circulating hemoglobin, is likely used for fetal synthesis. Mid-gestation, appears to be a crucial moment for adequate dietary nutrient supplementation in order to prevent homeostasis perturbation of jennies, as observed in this trial.