When Lambs are weaned off ewe's milk, metabolic, structural, and functional changes often occur in the small intestine. Because information on the effects of weaning stress on the proteome of the intestine is limited, an animal model was established with eight pairs of twin lambs divided into artificially reared and ewe-reared groups, which was followed by proteome analysis using iTRAQ technology. Changes occurred in the morphology of the intestine and 5,338 proteins in three biological replicates with less than a 1.2% false discovery rate were identified and quantified. Among them, a subset of 389 proteins were screened as significantly up- (143) and down-regulated (246) in artificially reared compared with ewe-reared. According to Gene Ontology and Kyoto Encyclopedia of Genes and Genomes pathway enrichment analysis, the differentially expressed proteins that were strongly down-regulated were enriched in immune system processes, biological adhesion, and metabolic processes. The up-regulated proteins were enriched in gene expression, cellular biosynthetic processes, ribosome and RNA binding in response to weaning stress. A series of proteins associated with intestine morphology and immune function were identified, and levels of the mRNAs encoding these proteins were analyzed by real-time quantitative reverse transcription PCR. The results of this study increased our understanding of the response of lambs weaned off ewe's milk and helped to determine the mechanisms underlying weaning stress.