Interferon-tau (IFN-τ)-induced molecular markers such as ubiquitin-like modifier (ISG15), 2′,5′-oligoadenylate synthetase 1 (OAS1) and myxovirus resistance genes (MX1 and MX2) have generated immense attention towards developing diagnostic tools for early diagnosis of pregnancy in bovine. These molecules are expressed at transcriptional level in peripheral nucleated cells. However, their presence in the serum is still a question mark. This study reports sequential changes in expression of MX2 transcript in whole blood and serum MX2 protein level on days 0, 7, 14, 21, 28 and 35 in pregnant (n = 9) buffalo heifers, and on days 0, 7 and 14 in non-inseminated (n = 8) and inseminated non-pregnant (n = 10) control animals. In non-inseminated and inseminated non-pregnant heifers, the differential expression of MX2 transcript and MX2 protein level remained similar between day 7 and 14 post-oestrus. However, in pregnant heifers, on 14th and 28th day post-insemination MX2 transcript was 16.38 ± 1.57 and 28.16 ± 1.91 times upregulated as compared to day 0. Similarly, serum MX2 protein concentration followed analogous trend as MX2 transcript and increased gradually with the progression of pregnancy. Correlation analysis between expression of MX2 transcript and its serum protein level showed a significant positive correlation in pregnant animals, while it was random in other two groups. Therefore, MX2 surge at transcriptional and serum protein level after day 14–28 of pregnancy in buffalo holds potential for its use in early pregnancy detection.