Milk protein is an important source of functional components in milk. Ewe milk, an emerging alternative to human breast milk, has become an important source of protein. Ewe milk has attracted growing interest from researchers. The protein quality and stability of ewe milk are a direct determinant of its nutritional quality. Therefore, this paper summarizes milk proteome and the techniques used to investigate milk proteome as well as the effect of ewe milk proteome and stability on the quality of milk proteins in order to provide a guideline to further ascertain the biological activity of unknown proteins in ewe milk and reveal milk proteome variation and its influence on the thermal stability of milk. Prospects for future research on ewe milk and ewe milk based products are also discussed.