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During the breast-feeding period, infants undergo remarkable changes, including rapid physiological and developmental growth. However, little is known about gene expression features and sex-specific gene expression in breast-feeding infants. In this study, we sequenced 32 blood transcriptomes from 16 breast-feeding rhesus macaque (Macaca mulatta) infants and their lactating mothers. We identified 218 differentially expressed genes (DEGs) between infants and mothers, including 91 up-regulated and 127 down-regulated DEGs in the infant group. Functional enrichment analysis of the up-regulated DEGs and unique hub genes in infants showed primary enrichment in immunity, growth, and development. Protein-protein interaction analysis also revealed that genes at key positions in infants were mainly related to development and immunity. However, we only detected 23 DEGs between female and male infants, including three DEGs located on chromosome X and 14 DEGs located on chromosome Y. Of these DEGs, TMF1 regulated nuclear protein 1 (Trnp1), which was highly expressed in female infants, is crucial for controlling the tangential and radial expansion of the cerebral cortex in mammals. Thus, our study provides novel insight into the gene expression features of breast-feeding infants in non-human primates (NHPs) and reveals sex-specific gene expression between these infants.