We tested the hypothesis that the consumption of different milk lipids is one of the factors affecting metabolic response to lipid in the early life of infants. Neonatal piglets, as animal models, were stratified by the feeding mode (formula-fed, bovine-, caprine-, and human milk-fed). Lipidomic profiles of plasma and liver samples were detected using liquid chromatography-mass spectrometry (LC-MS). The results indicate that 31, 54, and 28 differential lipid species could be used as potential biomarkers for bovine milk, caprine milk, and infant formula-fed samples, respectively, and the main lipid classes screened in plasma were SM, PC, and PE, including PC(14:1/P-20:0) as the isoform of PC(34:1), which regulates the lipid metabolism gene peroxisome proliferator-activated receptor α, PPAR-α. SM(d15:1/22:0) was the common potential biomarker screened from all of the groups. The amounts of biomarkers screened from the caprine milk-fed liver samples were the highest, which had a significant effect on the distribution of SM, PI, and PA. Infant formula, bovine-, and caprine milk-fed samples had an obvious effect on the metabolism of glycerophospholipid and glycerol ester, especially TG (16:0/18:0/18:2).