The present study aimed to identify metabolic signature changes of the arteriovenous metabolome and the new metabolites that involved in mammary biological process during milk synthesis. GC/MS-based metabolomics profiling of arteriovenous plasma from 30 lactating dairy cows fed three diets identified a total of 144 metabolites. Phenylalanine and tyrosine, involved in aminoacyl-tRNA biosynthesis and phenylalanine metabolism, were shown higher expression in the artery than in the vein based on both GC/MS and targeted analysis for cows fed both alfalfa hay diet and rice straw diet. Mammary uptake or clearance of citric acid, stearic acid, oleic acid, fructose, β-mannosylglycerate, 4-hydroxybutyrate, and D-talose were significantly correlated with milk performance or feed intake, indicating that these metabolites might be newly identified precursors or indicators of milk synthesis. This comprehensive assessment of metabolic changes in the arteriovenous metabolome will provide a fundamental understanding of the key metabolites involved in milk synthesis and shows implications of how metabolites from arteriovenous plasma across MG are involved in biological processes or physiological functions for milk synthesis. The newly identified metabolites from the present study provide potential new targeted insights into the study of physiological process for milk synthesis in the MG.