Embryo implantation is a critical step in mammalian reproduction and includes apposition of the blastocyst, attachment to the uterine epithelium and decidualization of the uterine stroma. However, the key mechanism underlying embryo implantation remains to be elucidated. In recent years, high-throughput transcriptomic and proteomic approaches make it possible for studying the expression levels of thousands of genes and proteins simultaneously and thus accelerate the understanding of gene regulatory networks involved in embryo implantation. This review briefly summarizes the advance on mRNA, miRNA and protein expression profile analysis during embryo implantation in human and a variety of animal models.