Milk protein synthesis in the mammary gland involves expression of six major milk protein genes whose nutritional regulation remains poorly defined. In this study, the effect of long term under- and over-feeding on the expression of αs1-casein: CSN1S1, αs2-casein: CSN1S2, β-casein: CSN2, κ-casein: CSN3, α-lactalbumin: LALBA and β-lactoglobulin: BLG gene in sheep mammary tissue (MT) was examined. Twenty-four lactating dairy sheep, at 90–98 d in milk, were divided into three groups and fed the same ration, for 60 d, in quantities which met 70% (underfeeding), 100% (control) and 130% (overfeeding) of their energy and crude protein requirements. The results showed a significant reduction on mRNA of CSN1S1, CSN1S2, CSN2 and BLG gene in the MT of underfed sheep compared with the overfed ones and a significant reduction in CSN3 and LALBA gene expression compared with the respective control animals. Significant positive correlations were observed between the mRNA levels of milk proteins’ genes with the milk protein yield and milk yield respectively. In conclusion, the feeding level and consequently the nutrients availability, affected the milk protein yield and milk volume by altering the CSN1S1, CSN1S2, CSN2, CSN3, LALBA and BLG gene expression involved in their metabolic pathways.