Alignment-free methods have been used to analyze genomic or proteomic sequences by characterizing and comparing statistical features of sequences, or the frequencies of certain kmer within sequences. These methods have unique advantages for summarizing the overall features of -omic data since it takes into account the influence of all of the variation types on the whole sequence. In this work, a phylogenetic relationships of NJ trees were established using the CVTree software based on the alignment-free method, and includes the proteome data of 45 mammalian species. We discuss several issues on phylogenetic relationships of mammals according to these trees. On the relation of four superorders within Eutheira, our results provided evidence for the hypothesis of epistheria, which is in line with the morphological conclusion but different from the Exafro-Placentalia hypothesis mainly supported by sequence alignment methods. At the order level, the tree is primarily consistent with the phylogenetic relationships accepted by both morpholigical and molecular evidence. But within the order level there are more discrepancies. The results show that the alignment-free method is available in phylogenetic study using -omic data for complex multicellular creatures. The improvement of the alignment-free method itself and its comparison with traditional sequence alignment methods still need more in-depth studies.