The growth and development of the human brain is a long and complex process that requires a precise sequence of genetic and molecular events. This begins in the third week of gestation with the differentiation of neural progenitor cells and extends at least until late adolescence, possibly for life. One of the defects of this development is that we know very little about the signals that modulate this sequence of events. The first 3 years of life, during breastfeeding, is one of the critical periods in brain development. In these first years of life, it is believed that neurodevelopmental problems may be the molecular causes of mental disorders. Therefore, we herein propose a new hypothesis, according to which the chemical signals that could modulate this entire complex sequence of events appear in this early period, and the molecular level study of human breast milk and colostrum of mothers who give birth to children in different gestation periods could give us information on proteins influencing this process. In this work, we collected milk and colostrum samples (term, late preterm and moderate/very preterm) and exosomes were isolated. The samples of exosomes and complete milk from each fraction were analyzed by LC-ESI-MS/MS. In this work, we describe proteins in the different fractions of mature milk and colostrum of mothers with term, late preterm, or very preterm delivery, which could be involved in the regulation of the nervous system by their functions. We describe how they differ in different types of milk, paving the way for the investigation of possible new neuroregulatory pathways as possible candidates to modulate the nervous system.