Four Alpine does were used in a 4 × 4 Latin square design to determine the effects of feeding canola oil at four levels: 0 (no oil), 2% (40 g), 4% (80 g) and 6% (120 g) of grain intake, on milk constituents, conjugated linoleic acid (CLA) and long chain fatty acids. Milk fat percent was highest and lowest (p < 0.02) in goats fed the 6 and 0% canola oil, respectively. Feeding canola had no effect (p > 0.05) on milk yield, percent protein and lactose, C18:2 and C18:3 fatty acids. The CLA in milk increased (p < 0.01) from 10.35 to 19.42 and 32.05 mg g−1 fat when does were fed 2 and 4% canola oil, respectively. There were linear and quadratic increases (p < 0.01) in the level of C18:1 and a quadratic decrease (p < 0.01) in the medium and short chain fatty acids ≤C16 in response to feeding incremental levels of canola oil. The ratio of C18:0+18:1 to ≤C16 increased (p < 0.01) linearly as the level of canola oil in the diet increased. The transfer coefficient of converting dietary CLA and C18:1 to CLA and oleic acid in milk was 52.69 and 0.24, respectively. Changes in milk fat composition are feasible by feeding canola oil to goats, thereby producing a value-added product with a more favorable fatty acid profile