The objective of this study was to assess the transcriptome of the mammary tissue of four yaks during the whole lactation cycle. For this purpose, biopsies of the mammary gland were performed at -30, -15, 1, 15, 30, 60, 120, 180, and 240 days relative to parturition (d). The transcriptome analysis was performed using a commercial bovine microarray platform and the results were analyzed using several bioinformatic tools. The statistical analysis using an overall false discovery rate ≤ 0.05 for the effect of whole lactation and p < 0.05 for each comparison identified >6000 differentially expressed genes (DEGs) throughout lactation, with a large number of DEGs observed at the onset (1 d vs. -15 d) and at the end of lactation (240 d vs. 180 d). Bioinformatics analysis revealed a major role of genes associated with BTA3, BTA4, BTA6, BTA9, BTA14, and BTA28 in lactation. Functional analysis of DEG underlined an overall induction of lipid metabolism, suggesting an increase in triglycerides synthesis, likely regulated by PPAR signaling. The same analysis revealed an induction of amino acid metabolism and secretion of protein, with a concomitant decrease in proteasome, indicating a major role of amino acid handling and reduced protein degradation in the synthesis and secretion of milk proteins. Glycan biosynthesis was induced for both N-glycan and O-glycan, suggesting increased glycan content in the milk. The cell cycle and immune response, especially antigen processing and presentation, were strongly inhibited during lactation, suggesting that morphological changes are minimized during lactation, while the mammary gland prevents immune hyper-response. Transcripts associated with response to radiation and low oxygen were enriched in the down-regulated DEG affected by the stage of lactation. Except for this last finding, the functions affected by the transcriptomic adaptation to lactation in mammary tissue of yak are very similar to those observed in dairy cows.