In present study, 312, 554, 175 and 143 proteins were identified and quantified by label-free quantitative proteomics in human, cow, goat and yak milk fat globule membrane (MFGM), respectively. Fifty proteins involved in vesicle mediate transport and milk fat globule secretion were conserved among species. Moreover, proteins involved in lipid synthesis and secretion (xanthine dehydrogenase/oxidase, stomatin and CD36), showed different expression pattern and the host defense proteins exhibited various profiles within species. Notably, the content and activity of lipid catabolic enzymes were significantly higher in human MFGM, which could be indicative of the superior fat utilization in breast fed infants. Our findings unraveled the significant differences in protein composition of human milk and conventionally used substitutes of it. The in-depth study of lipid metabolic enzymes in human MFGM will probably contribute to the improvement of the fat utilization through modulation of lipid catabolic enzymes in infant formula.