Dataset of liquid AP-MALDI MS profiling of lipids and proteins from goat and sheep milk for speciation and colostrum analysis. The dataset supports the article by Piras et al. 2020, 'Rapid machine learning-liquid AP-MALDI MS profiling of lipids and proteins from goat and sheep milk for speciation and colostrum analysis'. The dataset contains mass spectrometry data, multivariate models and validation reports.