Establishment and maintenance of pregnancy in equids is only partially understood. To provide new insights into early events of this process, we performed a systematic analysis of transcriptome changes in the endometrium at Days 8 and 12 of pregnancy. Endometrial biopsy samples from pregnant and nonpregnant stages were taken from the same mares. Composition of the collected biopsy samples was analyzed using quantitative stereological techniques to determine proportions of surface and glandular epithelium and blood vessels. Microarray analysis did not reveal detectable changes in gene expression at Day 8, whereas at Day 12 of pregnancy 374 differentially expressed genes were identified, 332 with higher and 42 with lower transcript levels in pregnant endometrium. Expression of selected genes was validated by quantitative real-time RT-PCR. Gene set enrichment analysis, functional annotation clustering, and cocitation analysis were performed to characterize the genes differentially expressed in Day 12 pregnant endometrium. Many known estrogen-induced genes and genes involved in regulation of estrogen signaling were found, but also genes known to be regulated by progesterone and prostaglandin E2. Additionally, differential expression of a number of genes related to angiogenesis and vascular remodeling suggests an important role of this process. Furthermore, genes that probably have conserved functions across species, such as CRYAB, ERRFI1, FGF9, IGFBP2, NR2F2, STC1, and TNFSF10, were identified. This study revealed the potential target genes and pathways of conceptus-derived estrogens, progesterone, and prostaglandin E2 in the equine endometrium probably involved in the early events of establishment and maintenance of pregnancy in the mare.