According to a 2 x 2 crossover design, 14 Holstein dairy cows were fed two isoenergetic diets based on either grass hay (GH) or maize silage (MS). Milk samples were collected during the third week of each period, and fatty acid (FA) profiles were analyzed using gas chromatography. The data obtained were subjected to ANOVA. Dietary treatment had no effect on either dry matter intake or milk yield. Milk from animals fed the GH-diet contained lower concentrations of saturated FAs (61.9 vs. 63.4% of total FAs; P < 0.05) and higher levels of polyunsaturated FAs (PUFAs) (6.1 vs. 5.8; P < 0.01). Feeding additional hay also increased conjugated linoleic acid and n-3 FA levels and decreased C16:0 levels. Increases in both PUFAs and n-3 FAs resulted in lower (P < 0.01) atherogenic and thrombogenic indices in milk from animals fed the GH diet compared with those fed the MS diet. A complete substitution of GH for MS appeared to improve milk FA profiles, even using different types of concentrates to provide a balanced diet.