Feed is the main factor impacting the composition and quality of milk of dairy animals. Therefore, the present review explores the effects of feed and nutrition on milk fat content and levels of healthy fatty acids (FA) in milk consumed by humans. Milk and dairy products are two main sources of healthy and unhealthy FA in human nutrition. The concentrations of FA in milk depend mainly on diets; therefore, milk FA concentrations and ratios can be greatly altered by some feeding strategies. Dietary supplementation of the diets of dairy livestock with vegetable seeds or oils, microalgae and phytogenic feed additives, and feeding of some grasses can enhance the contents of healthy FA, including n-3 FA, α-linolenic acid, conjugated linoleic acid (CLA) and, generally, unsaturated FA in milk and dairy products. Enrichment of milk with healthy FA may make milk a source of anticarcinogens (CLA and polyphenols) for human health. This review, therefore, focusses on the current research findings on enrichment of milk with healthy FA and summarizes some effective supplementation strategies to alter milk FA profile.