The study was designed to compare the effect of diets of equal calcium and fat content from pressed-cooked cheese, butter, palm oil or a chow diet, on blood lipids, faecal fat excretion and body composition in rats. Palm oil intake resulted in higher faecal saturated fatty acid (SFAs) excretion compared with pressed-cooked cheese or butter, showing the importance of the positional distribution of SFAs in triacylglycerol. However, compared with butter, cheese fat intake resulted in higher faecal fat excretion, confirming the importance of the dairy-matrix effect in the excretion of fat. Despite a high consumption of fat, animals of pressed-cooked cheese group did not gain weight (no differences in any groups) and did not accumulate fat compared with the control group, contrary to the situation with rats fed with the same amount of fat provided by vegetable oil and extracted from butter that gained fat mass compared with controls.