In mammals, milk is essential for the growth, development, and health. Milk quantity and quality are dependent on mammary development, strongly influenced by nutrition. This review provides an overview of the data on nutritional regulations of mammary development and gene expression involved in milk component synthesis. Mammary development is described related to rodents, rabbits, and pigs, common models in mammary biology. Molecular mechanisms of the nutritional regulation of milk synthesis are reported in ruminants regarding the importance of ruminant milk in human health. The effects of dietary quantitative and qualitative alterations are described considering the dietary composition and in regard to the periods of nutritional susceptibly. During lactation, the effects of lipid supplementation and feed restriction or deprivation are discussed regarding gene expression involved in milk biosynthesis, in ruminants. Moreover, nutrigenomic studies underline the role of the mammary structure and the potential influence of microRNAs. Knowledge from three lactating and three dairy livestock species contribute to understanding the variety of phenotypes reported in this review and highlight (1) the importance of critical physiological stages, such as puberty gestation and early lactation and (2) the relative importance of the various nutrients besides the total energetic value and their interaction.