About 70 farmers took two of their cattle into Asda, in Queensway, Stafford at about 12:30 BST to clear milk from the shelves, police said.
Shopper Adam Williams said "staff looked on in amazement", as the cows moved to the back of the store, "creating mess as they walked".
Farmers want the price of milk paid to them by supermarkets to be increased.
Supermarkets say there is no link between the price of milk on the shelves and what farmers are paid.
Stafford farmer Matthew Weaver, 38, said: "We needed something that would catch peoples attention and be a bit of fun."
Mr Weaver said farmers had come from Derbyshire, Shropshire and Warwickshire to take part in the protest. They were also planning to visit a Lidl store in Stafford and an Asda in Wolstanton.
Dairy company Muller UK and Ireland recently announced it would cut the price it paid farmers by 0.8p, because of low demand.