Cow milk and dairy products have a good nutritional value that could be improved by increasing the concentrations of several compounds such as carotenoids and liposoluble vitamins A and E. Their concentrations in milk are dependent on their respective dietary intakes, but the transfer from feeds to milk seems to be limited by dietary, digestive, or metabolic factors linked to lipids that could differ between dairy breeds. The effect of dietary fat supplement (provided as extruded linseed) on carotenoid, vitamin E, and vitamin A status as well as their transfer from diet to milk were explored in mid-lactating dairy cows (Holstein or Montbéliarde breed) receiving either corn silage or hay as the main forage. Carotenoid and tocopherol status were higher in cows fed hay than in those fed corn silage, both at the plasma and milk level. The transfer rate for carotenoids was the same regardless of forage, whereas the transfer rate for tocopherols was greater (1.71 vs. 1.20%, respectively) for cows fed hay compared with corn silage. Cows fed extruded linseed had greater plasma concentrations of tocopherols (+25%) compared with those that did not, regardless of forage, but linseed treatment only changed xanthophyll (+35%) concentrations. This would suggest that the lipid supplement increased the availability of xanthophylls and tocopherols for the cows. However, carotenoid transfer into milk remained low and unaffected by the lipid supplement, whatever the forage nature, suggesting a limiting unknown process. Carotenoid status was marginally different between breeds because plasma concentrations were higher in Montbéliarde cows besides lower intakes. In milk, 13-E-β-carotene concentration was also higher for Montbéliarde cows because of a 2-fold higher transfer rate than for Holstein cows. In contrast, Holstein cows had higher transfer rates of α-tocopherol and vitamin A activity, linked to higher milk fat yield. For the first time, this study proposed an evaluation of the transfer rate of lipid micronutrients from diet to milk in cows. The study highlighted that these compounds follow distinct patterns of regulation during their transfer. However, in these experimental conditions, it was not possible to show that a dietary fat supplement could increase the concentration of these compounds in milk fat.