In mammary epithelial cells, milk fat is synthesized as lipid droplets and secreted in the form of globules. Milk fat globules (MFGs) are covered by a lipid-protein membrane known as the milk fat globule membrane (MFGM). We randomly divided 12 Holstein cows into control and conjugated linoleic acid (CLA) groups. The control group was fed a basal diet, while the CLA group was fed the basal diet + CLA (15 g per kg DM) for 10 days. Cow performance, milk composition, and MFG size were measured daily. On day 10, we extracted MFGM proteins (n = 3) and identified them via quantitative proteomic analysis. We investigated the effects of the MFGM proteins from control and CLA-treated milk on the lipid droplet formation in MAC-T cells. Compared with the control group, the CLA group had reduced milk fat content (3.39 g/100 mL vs. 2.45 g/100 mL) and MFG size parameters (D[4,3] of 3.85 μm vs. 3.37 μm; D[3,2] of 3.24 μm vs. 2.83 μm). The specific surface area (SSA) increased in the CLA group. A total of 361 differentially expressed proteins were identified in the CLA group by iTRAQ quantitative proteomic analysis. Among these proteins, 100 were upregulated and 251 were downregulated (p < 0.05). In MAC-T cells, CLA-MFGM proteins increased the diameter of the lipid droplets to 1.32 μm. CLA-MFGM proteins decreased the proportion of the small lipid droplets (15.33% vs. 47.78%) and increased the proportion of the large lipid droplets (25.04% vs. 11.65%). CLA-MFGM proteins promoted lipid droplet fusion. Therefore, MFGM proteins play an important role in the regulation of the lipid droplet size.