Two experiments were undertaken to determine the effects of cereal grain and fibre (hay or straw) supplements on the fatty acid composition of milk fat of grazing dairy cows in early lactation. In both experiments, grain supplements significantly increased (P<0·05) the proportion of the endogenously synthesized 10[ratio ]0–16[ratio ]0 fatty acids. Of the C18 acids, the proportion of 18[ratio ]0 and 18[ratio ]3 was significantly decreased (P<0·05) by grain supplementation, while that of 18[ratio ]2 was significantly increased (P<0·05). Irrespective of diet, 18[ratio ]1 trans-11 was the most dominant trans 18[ratio ]1 isomer in milk fat. In the first experiment, the proportions of the 18[ratio ]1 trans-11 isomer and conjugated linoleic acid (CLA, 18[ratio ]2 cis-9, trans-11) were highest for the pasture-only diets, and significantly (P<0·05) decreased with grain supplementation. The opposite result was observed in the second experiment, conducted in a different dairy region, suggesting that factors such as the quality of pasture on offer and the physiological state of the cow could affect the content of CLA and trans fatty acids in milk fat. In both experiments, there was a significant positive linear relationship between CLA and 18[ratio ]1 trans-11. Fibre supplements had little effect on the fatty acid composition of the milk.