Holstein is one among the dairy cattle which provide higher milk yields than most other cattle breeds. Lack of high-accuracy, reliable methods for early detection of cattle pregnancy reduces overall productivity and constitutes a high economic burden to the dairy industry. The circulating microRNAs (miRNAs) in exosomes could provide information and serve as potential biomarkers for livestock health and disease. However, the complexity of miRNA in response to cattle early pregnancy remains unknown. Hence, we collected blood samples of three healthy dairy cows of normal and 30 days of pregnancy, in order to further characterize the miRNA transcriptome profile. A high-throughput RNA-Seq approach detected 794 known and 2154 novel circulating miRNAs in six libraries. A total of 29 miRNAs in the 30 days of pregnancy group showed significant differences compared to the normal group. Further, bta-miR-450b, bta-miR-146b, bta-miR-26b and bta-miR-27b were up-regulated which shown to be involved in preeclampsia, immune response and mammary gland development. GO enrichment analysis showed these target genes were involved in the metabolic process, signal transducer activity, and membrane etc., while KEGG analysis showed that these genes were enriched in membrane trafficking, chromosome and associated proteins, exosome and G protein-coupled receptors pathways. These results provide an experimental basis to reveal the potential role of miRNAs as biomarkers in early diagnosis of pregnancy and other molecular functions.