Experiments were designed to study compositional differences in colostrum and mature milk and during the course of milk removal. Fractionized milk samples during the course of machine milking were analyzed in single (right rear) quarters in the cisternal fraction, after 25, 50, 75, and 100% of spontaneously removed milk, in residual milk, and in composite samples from all quarters on d 2 (colostrum) and in wk 4 (mature milk) of lactation. Somatic cell counts; concentrations of dry matter, total protein, insulin-like growth factor-I, insulin, prolactin, tumor necrosis factor-alpha, Na, and Cl; gamma-glutamyltransferase activity; and electrical conductivity were higher, whereas lactose concentration was lower on d 2 than in wk 4. Concentrations of fat, potassium chloride, and osmolarity did not differ between lactational periods. During the course of milking, concentrations of dry matter, fat, lactose, and potassium, and osmolarity increased, whereas somatic cell counts, protein, insulin like-growth factor-I, insulin, prolactin, and sodium concentrations, electrical conductivity and gamma-glutamyltransferase activity decreased on d 2, and protein, sodium, and electrical conductivity decreased in wk 4. In conclusion, various milk constituents differed considerably between lactational periods (colostrum and mature milk). Milk isotonicity was only in part associated with lactose concentration. Electrical conductivity was associated with Na, K, and fat concentrations and was highest in the cisternal fraction. Changes in milk constituents during milking need to be considered if milk samples are taken for analytical purposes and to evaluate the health status of the udder.