Simultaneous quantification of various liposoluble micronutrients is not a new area of interest since these compounds participate in the nutritional quality of feeds that is largely explored in human, and also in animal diet. However, the development of related methods is still under concern, especially when the carotenoid composition is complex such as in forages given to ruminants or in lipid-rich matrices like milk. In this paper, an original method for simultaneous extraction and quantification of all carotenoids, vitamins E, and A in milk was proposed. Moreover, a new UPLC method allowing simultaneous determination of carotenoids and vitamins A and E in forage, plasma and milk, and separation of 23 peaks of carotenoids in forages was described. This UPLC method using a HSS T3 column and a gradient solvent system was compared to a previously published reverse-phase HPLC using two C18 columns in series and an isocratic solvent system. The UPLC method gave similar concentrations of carotenoids and vitamins A and E than the HPLC method. Moreover, UPLC allowed a better resolution for xanthophylls, especially lutein and zeaxanthin, for the three isomers of β-carotene (all-E-, 9Z- and 13Z-) and for vitamins A, an equal or better sensitivity according to gradient, and a better reproducibility of peak areas and retention times, but did not reduce the time required for analysis.