Significant physiological changes occur in both the fetus and the mother during pregnancy. Urine proteins have been shown to reflect a wide range of physiological and pathological changes in the body. This study employed low-abundance protein-enriched magnetic nanobeads to conduct an in-depth analysis of the daily changes in urine proteins throughout the entire pregnancy of rats. Based on the 3455 identified urine proteins, fetal and maternal dynamic changes were observed in the pregnancy group compared to the control group, including blastocyst formation and cell division in the early stage of pregnancy. In addition, the morphogenesis- and development-related organs and tissues are significantly enriched at different stages of pregnancy. The 9th day after pregnancy is the stage when organ development is most concentrated, especially the nervous system and vasculature development. During the late stage of pregnancy, maternal-specific changes were observed, such as lactation. These results indicate that urine protein can reflect the fetal and maternal dynamic physiological alterations during pregnancy, which suggests the potential value of urine protein analysis in pregnancy health monitoring. It is emphasized that the analysis focuses on the daily variations in the urine proteins, as these daily changes are expected to reveal more dynamic and detailed information about the physiological processes during pregnancy.