This research compared the response of dairy cows and goats in terms of digestive processes (enteric methane [CH4] emissions, ruminal fermentation, total tract digestibility), and of feeding behavior to diets supplemented with various lipids known to modulate differently milk fat concentration between species. Four Holstein cows and four Alpine goats were fed a diet based on grassland hay and concentrate in a 45:55 ratio (on DM basis) containing no additional lipid (control), or supplemented with corn oil (5% dry matter intake [DMI]) and wheat starch (COS), marine algae powder (MAP; 1.5 % DMI), or hydrogenated palm oil (HPO; 3% DMI) in a replicated 4 × 4 Latin square design. Each experimental period lasted 28 days. Dairy performances (intake, milk production and composition), digestive parameters (total tract digestibility, fermentation), and feeding behavior were measured from day 19 to day 24, during which cows and goats stayed in individual respiration chambers for quantification of enteric CH4 emissions. Compared to the control, milk fat concentration differed between all diets in cows, being the highest with HPO (+10.7 %), intermediate with MAP (-16.0 %), and the lowest with COS (-44.4 %), whereas only MAP decreased the milk fat concentration in goats (-18.0 %). Goats had more eating bouts per day, spent less time eating and ruminating (min/[g DMI/kg body weight]). Cows also differed from goats in their ruminal fermentation parameters: a higher total volatile fatty acid concentration with more acetate and less butyrate, whereas a higher ammonia (NH3) concentration was observed for goats which was in agreement with a 7 times larger total protozoal population. Enteric CH4 yield (expressed per unit of intake), CH4 intensity (expressed per unit of milk) and total tract digestibility did not differ in dairy cows and goats fed diets supplemented with various lipids. Only COS significantly reduced CH4 yield and CH4 intensity in both species (overall average, -28 % in g/kg DMI, -27 % in % gross energy intake, and -31 % in g/kg milk) compared to other diets. The lower CH4 yield for COS is in agreement with the higher ruminal propionate proportion (+50.0 % and +22.4 % than control for cows and goats, respectively). The mitigating effect on methanogenesis and changes in ruminal fermentation parameters and total tract digestibility of fiber observed for both species with COS was accompanied in goats by an adaptation of their feeding behavior that counterbalanced the negative digestive interaction of the lipid- and starch-rich diet inducing milk fat depression in cows. In conclusion, cows and goats specific behavior contribute to the observed differences in dairy performances to milk fat depressing diets.