Pre-implantation development requires the specification and organization of embryonic and extra-embryonic lineages. The separation of these lineages takes place when asymmetric divisions generate inside and outside cells that differ in polarity, position and fate. Here we assess the global transcriptional identities of these precursor cells to gain insight into the molecular mechanisms regulating lineage segregation. Unexpectedly, this reveals that complementary components of the bone morphogenetic protein (BMP) signalling pathway are already differentially expressed after the first wave of asymmetric divisions. We investigate the role of BMP signalling by expressing dominant negative forms of Smad4 and Bmpr2, by downregulating the pathway using RNA interference against BMP ligands and by applying three different BMP inhibitors at distinct stages. This reveals that BMP signalling regulates the correct development of both extra-embryonic lineages, primitive endoderm and trophectoderm, but not the embryonic lineage, before implantation. Together, these findings indicate multiple roles of BMP signalling in the early mouse embryo.