Saiga antelope horn and Rhinoceros horn have been used in traditional Chinese medicine for thousands of years. However, due to the protection of wildlife, the application of these rare animal horns has been restricted or prohibited. Therefore, water buffalo horn, goat horn, and yak horn have been applied as alternatives to Rhinoceros horn or Saiga antelope horn in a clinic. It is extremely difficult to distinguish normal animal horns in powdered or decocted form, especially identifying related species such as water buffalo horn, yak horn, and cattle horn. In this work, mathematics set and label-free proteomics analysis were combined for discovering keratin-derived specific peptide biomarkers. By using mathematics set analysis after nano liquid chromatography-tandem mass spectrometry-based proteomics, the selected species-specific peptides could be used to identify the authenticity of the Saiga antelope horn and goat horn. Furthermore, peptide biomarkers were selected to distinguish related species-derived horns, water buffalo horn, yak horn, and cattle horn. In total, eight peptide biomarkers were selected and applied for simultaneously distinguishing different horn samples. The present strategy provides a method for peptide biomarkers discovery and also has positive significance for ensuring the quality and efficacy of animal horn-derived traditional Chinese medicines and their products.