Mechanisms of milk lipid secretion are highly controversial. Analyzing the fine protein composition of the “milk fat globule membrane” (MFGM), the triple-layered membrane surrounding milk lipid droplets (LDs) can provide mechanistic clues to better understand LD biosynthesis and secretion pathways in mammary epithelial cells (MECs). We therefore combined a high-sensitive Q-Exactive LC-MS/MS analysis of MFGM-derived peptides to the use of an in-house database intended to improve protein identification in the goat species. Using this approach, we performed the identification of 442 functional groups of proteins in the MFGM from goat milk. To get a more dynamic view of intracellular mechanisms driving LD dynamics in the MECs, we decided to investigate for the first time whether MFGM proteins were phosphorylated. MFGM proteins were sequentially digested by lysine-C and trypsin proteases and the resulting peptides were fractionated by a strong cation exchange chromatography. Titanium beads were used to enrich phosphopeptides from strong cation exchange chromatography eluted fractions. This approach lets us pinpoint 271 sites of phosphorylation on 124 unique goat MFGM proteins. Enriched GO terms associated with phosphorylated MFGM proteins were protein transport and actin cytoskeleton organization. Gained data are discussed with regard to lipid secretory mechanisms in the MECs. All MS data have been deposited in the ProteomeXchange with identifier PXD001039 (http://proteomecentral.proteomexchange.org/dataset/PXD001039).