Tasmanian devil (Sarcophilus harrisii) joeys, like other marsupials, are born underdeveloped and immunologically naive, unable to mount an adaptive immune response. In marsupials, the milk is vital, not only for nutrition but also for providing passive immunity. In the Tasmanian devil, the milk constituents important for post-natal development and immune protection, have not been previously investigated. The aim of our study was to identify and characterise the genes expressed in the Tasmanian devil milk, with a focus on immune gene expression.  A transcriptome was sequenced using Tasmanian devil milk, which was obtained during lactation at day 121. The transcriptome was assembled and annotated using Trinity and Trinotate.  A total of 233 660 transcripts were expressed in the milk transcriptome, which included approximately 25 000 immune gene transcripts. The top 200 most highly expressed transcripts were dominated by milk protein genes and ribosomal genes, but also included immune genes such as cytokines, major histocompatibility complex, chemokines, and lysozyme. This study provides the first insight into the components of Tasmanian devil milk, and in particular, the proteins important for immune protection of devil young.