Colostrum, the first food given to mammals after birth, plays a critical role in newborn nutrition. It is characterized by its high nutrient content, presence of immunoglobulins, and functional compounds. This study collected and freeze-dried colostrum from four different animals (Karayaka sheep, Saanen goats, Danish red cows and buffalo). Chemical and functional properties (total phenolic content and antioxidant capacity), mineral, as well as mineral content, amino acid composition, and fatty acid profile of the dried samples, were determined. Nutritional properties (protein efficiency ratio (PER), biological value (BV) and net protein utilization (NPU)) of powdered colostrum were also determined. It was found that buffalo colostrum had higher fat and protein content, while goat colostrum had high antioxidant activity. Buffalo and goat colostrums had a biological value (BV) of 94.96–97.78. Major minerals were more abundant in cow colostrum and minor minerals were more abundant in sheep colostrum. In terms of essential fatty acids, sheep and goat colostrums stood out. In conclusion, this comprehensive analysis of the composition of colostrum from different species sheds light on the different nutrient profiles and potential health benefits and provides a theoretical basis for the development of commercial products from goat, sheep, cow and buffalo colostrum.