The aim of this experiment was to investigate the differential proteomic characteristics of milk from high- and low-yielding Guanzhong dairy goats during the peak lactation period under the same feeding conditions. Nine Guanzhong dairy goats with high yield (H: 3.5 ± 0.17 kg/d) and nine with low yield (L:1.2 ± 0.25 kg/d) were selected for milk proteomic analysis using tandem mass tag technology. A total of 78 differentially expressed proteins were identified. Compared with L, 50 proteins including HK3, HSPB1 and ANXA2 were significantly upregulated in H milk, while 28 proteins including LALBA and XDH were significantly downregulated. Bioinformatics analysis of the differentially expressed proteins showed that galactose metabolism, purine metabolism, glycolysis/gluconeogenesis, MAPK signaling pathway, regulation of actin cytoskeleton and other pathways were closely related to milk yield. HK3, HSPB1, ANXA2, LALBA and XDH were important candidate proteins associated with the milk production characteristics of Guanzhong dairy goats. Our data provide relevant biomarkers and a theoretical basis for improving milk production in Guanzhong dairy goats.