Casein micelles contribute to the physicochemical properties of milk and may also influence its functionality. At present, however, there is an incomplete understanding of the casein micelle associated proteins and its diversity among the milk obtained from different species. Therefore, milk samples were collected from seven dairy animals groups, casein fractions were prepared by ultracentrifugation and their constituent proteins were identified by liquid chromatography tandem mass spectrometry. A total of 193 distinct proteins were identified among all the casein micelle preparations. Protein interaction analysis indicated that caseins could interact with major whey proteins, including β-lactoglobulin, α-lactalbumin, lactoferrin, and serum albumin, and then whey proteins interacted with other proteins. Pathway analysis found that the peroxisome proliferator-activated receptor signaling pathway is shared among the studied animals. Additionally, galactose metabolism pathway is also found to be commonly involved for proteins derived from camel and horse milk. According to the similarity of casein micelle proteomes, two major sample clusters were classified into ruminant animals (Holstein and Jersey cows, buffaloes, yaks, and goats) and non-ruminants (camels and horses). Our results provide new insights into the protein profile associated with casein micelles and the functionality of the casein micelle from the studied animals.